4 results
Optimists and Pessimists in (In)Complete Markets
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 55 / Issue 8 / December 2020
- Published online by Cambridge University Press:
- 06 September 2019, pp. 2466-2499
- Print publication:
- December 2020
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Volatility-of-Volatility Risk
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 6 / December 2019
- Published online by Cambridge University Press:
- 05 November 2018, pp. 2423-2452
- Print publication:
- December 2019
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Pricing Two Heterogeneous Trees
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 46 / Issue 5 / October 2011
- Published online by Cambridge University Press:
- 01 June 2011, pp. 1437-1462
- Print publication:
- October 2011
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Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 4 / December 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1055-1090
- Print publication:
- December 2008
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