Author:
Jarrow Robert,Kwok Simon Sai Man
Subject
Applied Mathematics,Economics and Econometrics
Reference24 articles.
1. Andersen, Torben G., Fusari, Nicola, Todorov, Viktor, 2012. Parametric Inference and Dynamic State Recovery from Option Panels, NBER Working Paper Series.
2. Non-parametric estimation of state-price densities implicit in financial asset prices;Aït-Sahalia;J. Finance,1998
3. Empirical performance of alternative option pricing models;Bakshi;J. Finance,1997
4. Post-’87 crash fears in the S&P 500 futures option market;Bates;J. Econometrics,2000
5. The pricing of options and corporate liabilities;Black;J. Political Econom.,1973
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献