Inferring financial bubbles from option data
Jarrow, Robert A., Kwok, Simon S.
Published in Journal of applied econometrics (Chichester, England) (01.11.2021)
Published in Journal of applied econometrics (Chichester, England) (01.11.2021)
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Journal Article
Risk‐neutral pricing techniques and examples
Jarrow, Robert A., Patie, Pierre, Srapionyan, Anna, Zhao, Yixuan
Published in Mathematical finance (01.07.2021)
Published in Mathematical finance (01.07.2021)
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Journal Article