Rosenberg, Joshua
Rosenberg, Joshua V.
VIAF ID: 271951666 ( Personal )
Permalink: http://viaf.org/viaf/271951666
Preferred Forms
- 100 1 0 ‡a Rosenberg, Joshua
- 100 1 _ ‡a Rosenberg, Joshua
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- 100 1 _ ‡a Rosenberg, Joshua V.
4xx's: Alternate Name Forms (1)
Works
Title | Sources |
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Asset pricing puzzles : evidence from options markets | |
Empirical pricing kernels | |
Garch gamma, c1995: | |
A general approach to integrated risk management with skewed, fat-tailed risks [electronic resource], 2004: | |
Hedging options in a GARCH environment, c1994: | |
The impact of CEO turnover on equity volatility | |
Implied volatility functions : a reprise | |
Option-based tests of interest rate diffusion functions | |
Semiparametric pricing of multivariate contingent claims | |
Testing the volatility term structure using option hedging criteria |