Kadir Gokhan Babaoglu

Affiliation not provided to SSRN
SCHOLARLY PAPERS

2

DOWNLOADS

571

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Option Valuation with Volatility Components, Fat Tails, and Non-Monotonic Pricing Kernels

Rotman School of Management Working Paper No. 2690888, Robert H. Smith School Research Paper No. RHS 2690888
Number of pages: 53 Posted: 14 Nov 2015 Last Revised: 30 Apr 2017
Kadir Gokhan Babaoglu, Peter Christoffersen, Steven L. Heston and Kris Jacobs
affiliation not provided to SSRN, University of Toronto - Rotman School of Management, University of Maryland - Department of Finance and University of Houston - C.T. Bauer College of Business
Downloads 470 (87,928)
Citation 4

Abstract:

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volatility components, fat tails, jumps, pricing kernel

2.

The Pricing of Market Jumps in the Cross-Section of Stocks and Options

Number of pages: 51 Posted: 08 Dec 2015 Last Revised: 11 Dec 2018
Kadir Gokhan Babaoglu
affiliation not provided to SSRN
Downloads 101 (366,428)
Citation 1

Abstract:

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factor models, equity options, jump beta