Pascal Albert

University of Bamberg

Kaerntenstr. 7

Bamberg, 96052

Germany

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

Estimation of Rare Disaster Concerns From Option Prices – An Arbitrage-Free RND-Based Smile Construction Approach

Journal of Futures Markets (Forthcoming)

Posted: 16 May 2022 Last Revised: 07 Aug 2023

Pascal Albert, Michael Herold and Matthias Muck

University of Bamberg, affiliation not provided to SSRN and University of Bamberg

Abstract:

Feedback

All content on this site: Copyright © 2023 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the Creative Commons licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .