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Journal of Financial and Quantitative Analysis
Volumn 37, Issue 3, 2002, Pages 471-493
Risk-neutral skewness: Evidence from stock options
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EID: 0036744454     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/3594989     Document Type: Article
Times cited : (262)
References (16)
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    • Prices of state-contingent claims implicit in option prices
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    • When are options overpriced: The black-scholes model and alternative characterizations of the pricing kernel
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  • 10
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    • The valuation of compound options
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    • Option implied risk-neutral distributions and implied binomial trees: A literature review
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    • An empirical examination of the black-scholes call option pricing model
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  • 13
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    • Nonparametric tests of alternative option pricing models using all reported trades and quotes on the 30 most active CBOE option classes from August 23, 1976, through August 31, 1978
    • Rubinstein, M. "Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976, through August 31, 1978." Journal of Finance, 40 (1985), 455-480.
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    • Toft, K.1    Prucyk, B.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.