Selected Entire List   Dyrting, Sigurd  SSRN Author Rank: 26,880 by Downloads   Hong Kong University of Science & Technology - Department of Finance  Clear Water Bay, Kowloon  Hong Kong  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Dyrting, Sigurd's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 746 Total Citations 4 Papers (2) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   The Price of the Smirk: Returns to Delta and Vega Neutral Portfolios of S&P 500 Futures Options | Show Abstract Hide Abstract | Download | EFA 2002 Berlin Meetings Discussion Paper Working Paper Series Carverhill, Andrew P. University of Hong Kong - School of Business Cheuk, Terry H. F. University of Hong Kong - School of Business Dyrting, Sigurd Hong Kong University of Science & Technology - Department of Finance Posted: 08 Feb 02 421 (32,281) 3 2.   The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis | View 2 Versions | Show Abstracts | Hide Abstracts| Working Paper Working Paper The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Carverhill, Andrew P. University of Hong Kong - School of Business Cheuk, Terry H. F. University of Hong Kong - School of Business Dyrting, Sigurd Hong Kong University of Science & Technology - Department of Finance Posted: 11 Mar 05 Last Revised: 01 Mar 09 325 (44,357) 1 The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis | Show Abstract Hide Abstract | Download | Working Paper Series Cheuk, Terry H. F. University of Hong Kong - School of Business Dyrting, Sigurd Hong Kong University of Science & Technology - Department of Finance Carverhill, Andrew P. University of Hong Kong - School of Business Posted: 14 Feb 09 95 1 Index options, smirk, factor analysis   The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis | Show Abstract Hide Abstract | Download | Working Paper Series Carverhill, Andrew P. University of Hong Kong - School of Business Cheuk, Terry H. F. University of Hong Kong - School of Business Dyrting, Sigurd Hong Kong University of Science & Technology - Department of Finance Posted: 11 Mar 05 230 1 futures, options, S&P500 index, smirk   Records 1 - 2 of 2 matches [ 1 ]

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