New York, NY
Columbia University - Columbia Business School - Decision Risk and Operations
in Total Papers Downloads
in Total Papers Citations
put pricing puzzle, option returns, jump-diffusion models, risk premia
jump risk premia, jump-diffusion models, options returns, put pricing puzzle
insurance, Telser, risk, insurance portfolio
Contingent Claims Approach, Default, Liquidation, Optimal Security Values, Control transfer
Golf, Performance Modeling, Dynamic Programming, Statistical Analysis
Variance swaps, volatility swaps, VIX, stochastic volatility, jump models
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