Testing Affine Option Pricing Models with the VIX
Xiaoyu Shen (VU University Amsterdam)
- PhD Lunch Seminars
Xiaoyu Shen (VU University Amsterdam)
Martijn Kobus (VU University Amsterdam)
Geert Mesters (VU University)
Matthias Weber (University of Amsterdam)
Ruben van Loon (VU University Amsterdam)
Jessie Bakens (VU University)
Rei Sayag (Erasmus University)
Boris van Leeuwen (University of Amsterdam)
Roel Van Veldhuizen (University of Amsterdam)
Anne Gielen (EUR)
Brian Melzer (Northwestern)
Nadine Ketel (University of Amsterdam)
Jessica Pan (Singapore University)
Vibeke Lehmann Nielsen (Aarhus University)
Ekkehart Boehmer (School of higher Industrial Studies)
Anita Kopanyi-Peuker (University of Amsterdam)
Rema Hanna (Harvard University and Harvard Kennedy School)
Katheline Schubert (University of Paris 1 Panthéon-Sorbonne and Paris school of Economics)
Joachim Weimann (Magdeburg University)
Philipp Schnabl (NYU)