Option Implied Risk Measures: a Maximum Entropy Approach
Xiao Xiao (Erasmus University Rotterdam)
- PhD Lunch Seminars
Xiao Xiao (Erasmus University Rotterdam)
Kenneth Ahern (University of Southern California, San Diego, United States)
Martin Halla (Joh. Keppler University of Linz , Austria)
Michiel Souverijn (Erasmus University Rotterdam)
Tse-Chun Lin (Hong Kong University, PR of China)
Dominik Rösch (Erasmus University Rotterdam)
Kasper Nielsen (Hong Kong University of Science and Technology, PR of China)
Gordon Dahl (University of California, San Diego, United States)
Seda Ertaç (Koç University, Turkey)
Uyanga Turmunkh (Erasmus University Rotterdam)
Professors Didier Dubois; Trevor Martin; JoĂŁo M.C. Sousa; Peter Wakker; and Herman K. van Dijk
Alexander Moradi (University of Sussex, United Kingdom)
Bas Ter Weel (CPB Netherlands Bureau for Economic Policy Analysis)
Ian Larkin (Harvard University and University of California Los Angeles, United States)
Nicolas R. Ziebarth (Cornell University, United States)
Jan Potters (Tilburg University)
Hale Koc (Erasmus University Rotterdam, the Netherlands)
Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
Tomasz Strzalecki (Harvard University, United States)
Max van Lent (ESE, Erasmus University Rotterdam, the Netherlands)