SSRN Electronic Journal · 2008 · 32 citations · 21 references
BusinessEconomicsFinanceDerivativesFinancial EconomicsInvestment ManagementAsset Pricing EmpiricsCapital MarketsFinancial RiskInvestmentRisk AversionRisk-return AnalysisDirect Investment BenefitsJump Risk PricingKnock-in FeaturesKnock-out FeaturesOptimization Under Transaction CostsRisk-return Tradeoff AnalysisStochastic Volatility ModelsStochastic Volatility Pricing
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Transform Analysis and Asset Pricing for Affine Jump-diffusions
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Post-'87 crash fears in the S&P 500 futures option market
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