Characteristic function-based factor modelling of affine jump diffusions using options
Niels Marijnen
- Econometrics Seminars and Workshop Series
Niels Marijnen
Wiljan van den Berge (Utrecht University)
Georgios Petropoulos (MIT and Stanford University, United States)
David Frazier (Monash University, Australia)
Barend Spanjers , Barend Spanjers
Leonardo Menezes Bravo Alvo Nunes , Leonardo Nunes
Yun Xiao
Martha J. Bailey (University of California at Los Angeles, United States)
Sander Barendse (University of Amsterdam)
Yuta Takahashi (Hitotsubashi University, Japan)
Erik Lindqvist (Stockholm University, Sweden)
Matthias Haentjens (Leiden University) and Ross Spence (AFM)
Louise Laage (Georgetown University), Koen Jochmans (University of Toulouse), Joachim Freyberger (University of Bonn), Daniel Wilhelm (University College London), Harold D Chiang (University of Wisconsin-Madison), Dmitry Arkhangelsky (CEMFI), Helmut Farbmacher (Technical University of Munich), Irene Botosaru (McMaster University), Frank Windmeijer (University of Oxford), Chris Muris (McMaster University), Cavit Pakel (Bilkent University)
Ludovica Gazze (University of Warwick, United Kingdom)
Marco Casari (University of Bologna, Italy), Romain Espinosa (CNRS, France), Paul Ferraro (Johns Hopkins University, United States), Jonatan Pinkse (University of Manchester, United Kingdom), Nicolas Treich (Toulouse School of Economics, France), Björn Vollan (Philipps-Universität Marburg, Germany) et al.
Sandro Ambuehl (University of Zurich, Switzerland), Jana Friedrichsen (Freie Universität Berlin, Germany), Klaus M. Schmidt (LMU München, Germany), Nora Szech: (Karlsruhe Institute of Technology, Germany) et al.
Philipp Schirmer , Philipp Daniel Schirmer
Josha Dekker , Josha Dekker
Flavia Paoloni , Flavia Paoloni
Yingjie Huang , Yingjie Huang