Eva Verschueren

KU Leuven - Department of Accounting, Finance and Insurance

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

81

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option Via Joint Physical and Pricing Density Modeling

Number of pages: 19 Posted: 27 Apr 2021 Last Revised: 17 Sep 2021
Technische Universität München (TUM), University of Maryland - Robert H. Smith School of Business, KU Leuven - Department of Mathematics and KU Leuven - Department of Accounting, Finance and Insurance
Downloads 42 (513,170)

Abstract:

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Pricing density, Physical density, Stock models, Bilateral Gamma, Tilted Bilateral Gamma, Calibration, Risk premium, Call options, S\&P500, DAX

2.

The Skin-in-the-Game Bond: A Novel Sustainable Capital Instrument

Number of pages: 25 Posted: 23 Apr 2021
KU LeuvenUniversity of Amsterdam, RiskConcile, KU Leuven - Department of Mathematics and KU Leuven - Department of Accounting, Finance and Insurance
Downloads 39 (527,465)

Abstract:

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contingent convertible bond, skin-in-the-game bond, sustainable finance, ESG, sustainable capital instrument