Characteristic function-based factor modelling of affine jump diffusions using options
Niels Marijnen
- Econometrics Seminars and Workshop Series
Niels Marijnen
David Frazier (Monash University, Australia)
Sander Barendse (University of Amsterdam)
Takuya Ura (UC Davis, United States)
Yoshiyasu Rai (University of Mannheim, Germany)
Bertille Antoine (Simon Fraser University, Canada)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Yi He
Nestor Parolya (TU Delft)
Eva Janssens (University of Amsterdam)
Evgenii Vladimirov (UvA)
Andrea Nagy (Erasmus University Rotterdam)
Ekaterina Ugulava , Ekaterina Ugulava
Lina Zhang
Yacine Ait-Sahalia (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Roxana Halbleib (University of Konstanz)