Segui
Kadir Gökhan Babaoglu, PhD.
Kadir Gökhan Babaoglu, PhD.
Volmex Labs
Email verificata su utoronto.ca - Home page
Titolo
Citata da
Citata da
Anno
Option valuation with volatility components, fat tails, and nonmonotonic pricing kernels
K Babaoğlu, P Christoffersen, S Heston, K Jacobs
The Review of Asset Pricing Studies 8 (2), 183-231, 2018
60*2018
The pricing of market jumps in the cross-section of stocks and options
KG Babaoglu
Available at SSRN 2698378, 2016
32016
The role of fat-tails, multiple variance components, and pricing kernels in option pricing
KG Babaoglu
University of Toronto (Canada), 2016
2016
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–3