The following pages link to The market for crash risk (Q844715):
Displaying 15 items.
- Incomplete markets and derivative assets (Q315796) (← links)
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Learning, confidence, and option prices (Q494363) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Equilibrium open interest (Q608910) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- Investor heterogeneity, asset pricing and volatility dynamics (Q1042361) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
