Alexander Feser

University of St. Gallen - School of Finance

Doctoral Candidate

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

  • University of St. Gallen - School of Finance

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Scholarly Papers (1)

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Robust Estimation of Risk-Neutral Moments

Forthcoming, The Journal of Futures Markets , University of St.Gallen, School of Finance Research Paper No. 2019/02
Number of pages: 54 Posted: 26 Mar 2019
Manuel Ammann and Alexander Feser
University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
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Abstract:

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risk-neutral moments, risk-neutral distribution