Markus Ludwig

University of Zurich - Department of Banking and Finance

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

http://vimeo.com/markusludwig

SCHOLARLY PAPERS

2

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CROSSREF CITATIONS

13

Scholarly Papers (2)

1.

An Empirical Analysis of the Ross Recovery Theorem

Number of pages: 39 Posted: 06 May 2014 Last Revised: 01 Mar 2015
Francesco Audrino, Robert Huitema and Markus Ludwig
University of St. Gallen, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 864 (26,704)
Citation 18

Abstract:

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risk-neutral density, pricing kernel, risk aversion, predictive information

2.

Robust Estimation of Shape-Constrained State Price Density Surfaces

Journal of Derivatives, Spring 2015, Vol. 22, No. 3, pp. 56-72
Posted: 31 Aug 2012 Last Revised: 28 Feb 2015
Markus Ludwig
University of Zurich - Department of Banking and Finance

Abstract:

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state price density, shape constraints, neural networks