Gurdip Bakshi

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Gurdip Bakshi Q1969823



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Do investors gain by selling the tails of return distributions?
Mathematical Finance
2025-04-02Paper
Dark Matter in (Volatility and) Equity Option Risk Premiums
Operations Research
2023-01-10Paper
A theory of volatility spreads
Management Science
2012-02-21Paper
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Journal of Business and Economic Statistics
2011-04-13Paper
Pricing and hedging long-term options
Journal of Econometrics
2002-01-02Paper


Research outcomes over time


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