현상
옵션 가격
5편 · 2018 1편, 2020 1편, 2022 2편, 2026 1편
- Learning to Optimally Stop Diffusion Processes, with Financial Applications
- Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
- A Macrofinance Model for Option Prices: A Story of Rare Economic Events
- Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market
- Option Prices in a Model with Stochastic Disaster Risk