From skews to a skewed-t: modelling option-implied returns by a skewed student-t

Cyriel de Jong*, Ronald Huisman

*Corresponding author for this work

Research output: Chapter/Conference proceedingConference proceedingAcademicpeer-review

9 Citations (Scopus)

Fingerprint

Dive into the research topics of 'From skews to a skewed-t: modelling option-implied returns by a skewed student-t'. Together they form a unique fingerprint.

Computer Science

Economics, Econometrics and Finance