Browsing All of EconStor by Author Constantinides, George M.
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2005 | Option pricing: Real and risk-neutral distributions | Constantinides, George M.; Jackwerth, Jens Carsten; Perrakis, Stylianos |
2005 | Mispricing of S&P 500 index options | Constantinides, George M.; Jackwerth, Jens Carsten; Perrakis, Stylianos |
2008 | Are options on index futures profitable for risk averse investors? Empirical evidence | Jackwerth, Jens Carsten; Constantinides, George M.; Czerwonko, Michal; Perrakis, Stelios |