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Paola Pederzoli
Paola Pederzoli
Verified email at bauer.uh.edu - Homepage
Title
Cited by
Cited by
Year
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
222020
Crash risk in individual stocks
P Pederzoli
Available at SSRN 2862372, 2017
92017
Valuing American options using fast recursive projections
A Cosma, S Galluccio, P Pederzoli, O Scaillet
Available at SSRN 2091236, 2016
52016
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Unpublished manuscript, University of Houston, 2020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
22023
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
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