Parametric Inference and Dynamic State Recovery from Option Panels
Torben Andersen (Northwestern University)
- Erasmus Finance Seminars
Torben Andersen (Northwestern University)
Joey Engelberg (UNC)
Dario Pozzoli (Aarhus)
Raghavendra Rau (University of Cambridge)
Allen Berger (University of Southern Carolina)
Augustin Landier (Toulouse)
David Thesmar (HEC)
Henri Servaes (LBS)
Michael Brennan (UCLA)
Giorgio Brunello (University of Padova)
Yu Gao
Viorel Roscovan (RSM, EUR)
Jan Zabojnik (Queen's University)
Mikhail Drugov (Madrid)
Chen Li (EUR)
Marcin Jaskowski (University of Vienna)
Warren Bailey (Cornell)
Tim Salimans (EUR)
Yves Zenou (Stockholm University)
Ruben de Bliek (EUR)