Early exercise decision in american options with dividends, stochastic volatility, and jumps A Cosma, S Galluccio, P Pederzoli, O Scaillet Journal of Financial and Quantitative Analysis 55 (1), 331-356, 2020 | 22 | 2020 |
Crash risk in individual stocks P Pederzoli Available at SSRN 2862372, 2017 | 9 | 2017 |
Valuing American options using fast recursive projections A Cosma, S Galluccio, P Pederzoli, O Scaillet Available at SSRN 2091236, 2016 | 5 | 2016 |
Skewness swaps on individual stocks P Pederzoli Unpublished manuscript, University of Houston, 2020 | 4* | 2020 |
Identifying demand and supply in index option markets K Jacobs, AT Mai, P Pederzoli Available at SSRN 4142582, 2023 | 2 | 2023 |
Non-Linear CAPM: Evidence From In-The-Money Options Trading P Pederzoli, M Sandulescu Available at SSRN 4244127, 2022 | | 2022 |
Essays in Asset Pricing P Pederzoli éditeur non identifié, 2018 | | 2018 |