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Andrei Lalu
Andrei Lalu
PhD Candidate, University of Amsterdam
Dirección de correo verificada de uva.nl - Página principal
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Asset returns with self-exciting jumps: Option pricing and estimation with a continuum of moments
HP Boswijk, RJA Laeven, A Lalu
Working paper, 2015
242015
Jump contagion among stock market indices: Evidence from option markets
HP Boswijk, RJA Laeven, A Lalu, E Vladimirov
Tinbergen Institute Discussion Paper 2021-086/III, 2021
12021
Supplementary Material to “Jump Contagion among Stock Market Indices: Evidence from Option Markets”
HP Boswijk, RJA Laeven, A Lalu, E Vladimirov
2022
Online Appendix for: Asset Returns with Self-Exciting Jumps: Option Pricing and Estimation with a Continuum of Moments
HP Boswijk, RJA Laeven, A Lalu
2016
ASSET RETURNS WITH SELF-EXCITING JUMPS: OPTION PRICING AND ESTIMATION WITH A CONTINUUM OF MOMENTS
A Lalu, HP Boswijk, RJA Laeven
Dynstoch Workshop 2015 Programme, 17, 0
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