Subject
General Energy,Economics and Econometrics
Reference49 articles.
1. Arbitrage-free valuation of energy derivatives;Amin,1999
2. Stock return characteristics, skew laws, and the differential pricing of individual equity options;Bakshi;Rev. Financ. Stud.,2003
3. Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns;Bali,2014
4. Efficient analytic approximation of American option values;Barone-Adesi;J. Financ.,1987
5. Post-’87 crash fears in the S&P 500 futures option market;Bates;J. Econ.,2000
Cited by
16 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