Forecasting Implied Volatility Surface Using Put-Call Parity Deviations
Michael Gong (Erasmus University Rotterdam)
- PhD Lunch Seminars
Michael Gong (Erasmus University Rotterdam)
Dominik Sachs (LMU München, Germany)
Aki Tsuchiya (Sheffield University, United Kingdom)
Yiqing Lu (NYU Shanghai, United States)
Albert Jan Hummel (Erasmus University Rotterdam)
Philip Cook (Duke University, United States)
Takashi Yamagata (York University, Canada)
Kewei Hou (Ohio State University, United States)
Nicolas Treich (Toulouse School of Economics, France)
Alexandra Rusu (Erasmus University Rotterdam)
Guido W. Imbens (Stanford Graduate School of Business)
Vincenzo Verdoliva (Parthenope University of Naples, Italy)
Olivier Coibion (University of Texas at Austin, United States)
Florian Englmaier (Ludwig Maximilians Universität, Germany)
Megan Haasbroek (Erasmus University Rotterdam)
Kevin Volpp (University of Pennsylvania, United States)
Yuhao Zhu (Erasmus University Rotterdam)
Jawwad Noor (Boston University, United States)
Patrick Verwijmeren (Erasmus University Rotterdam)
Nikolaus Hautsch (University of Vienna, Austria)