Gurdip Bakshi
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Person:1969823
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Do investors gain by selling the tails of return distributions? Mathematical Finance | 2025-04-02 | Paper |
| Dark Matter in (Volatility and) Equity Option Risk Premiums Operations Research | 2023-01-10 | Paper |
| A theory of volatility spreads Management Science | 2012-02-21 | Paper |
| 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 | 2011-04-13 | Paper |
| Pricing and hedging long-term options Journal of Econometrics | 2002-01-02 | Paper |
Research outcomes over time
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