Option Implied Risk Measures: a Maximum Entropy Approach
Xiao Xiao (Erasmus University Rotterdam)
- PhD Lunch Seminars
Xiao Xiao (Erasmus University Rotterdam)
Roberto Weber (University of Zurich, Switzerland)
Johan Hombert (HEC Paris, France)
Kenneth Ahern (University of Southern California, San Diego, United States)
Marcello Sartarelli (University of Alicante, Spain)
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)
Takayuki Oishi (Aomori Public University, Japan)
Shyam Sunder (Yale University, United States)
Lance Lochner (University of Western Ontario, Canada)
Seda Ertaç (Koç University, Turkey)
Uyanga Turmunkh (Erasmus University Rotterdam)
Marta Serra Garcia (UC San Diego, United States)
Professors Didier Dubois; Trevor Martin; João M.C. Sousa; Peter Wakker; and Herman K. van Dijk
Jochem Zweerink (VU University Amsterdam) and Julien Pinter (University of Amsterdam)
Alex Moradi (University of Sussex, United Kingdom)