Gurdip Bakshi
From MaRDI portal
Person:1969823
Available identifiers
zbMath Open bakshi.gurdipMaRDI QIDQ1969823
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 |
|---|---|---|
| Dark Matter in (Volatility and) Equity Option Risk Premiums | 2023-01-10 | Paper |
| A theory of volatility spreads | 2012-02-21 | Paper |
| Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes | 2011-04-13 | Paper |
| Pricing and hedging long-term options | 2002-01-02 | Paper |
Research outcomes over time
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