Author:
Aboura Sofiane,Valeyre Sebastien,Wagner Niklas
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Reference58 articles.
1. Albota, G. and Tunaru, R. (2005) Estimating risk neutral density with a generalized Gamma distribution. CASS Business School. Working Paper.
2. Aparicio, S. D. and Hodges, S. D. (1998) Implied risk-neutral distributions: A comparison of estimation methods. University of Warwick. Working Paper.
3. Bakshi, G., Cao, C. and Chen, Z. (1997) Empirical performance of alternative option pricing models. Journal of Finance 52 (5): 2003–2049.
4. Bakshi, G., Madan, D. and Panayotov, G. (2010) Deducing the implication of jump models for the structure of stock market crashes, jump arrival rates, and extremes. Journal of Business & Economic Statistics 28 (3): 380–396.
5. Barndorff-Nielsen, O. (1998) Processes of normal inverse Gaussian type. Finance and Stochastics 2 (1): 41–68.
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