Allan M. Malz

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Allan M. Malz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Rob Bliss
  2. Nikolaos Panigirtzoglou
  3. Yacine Aït-Sahalia
  4. R. Bu
  5. JackwerthJens Carsten

Papers from Allan M. Malz's perspective

Ordered by how strongly the researchers Allan M. Malz trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Option-Implied Risk Aversion Estimates
  2. Nonparametric option pricing under shape restrictions
  3. Testing the Stability of Implied Probability Density Functions
  4. Estimating option implied risk‐neutral densities using spline and hypergeometric functions
  5. Empirical Pricing Kernels
  6. How Useful Are Implied Distributions? Evidence from Stock Index Options
  7. Do option markets correctly price the probabilities of movement of the underlying asset
  8. Option Prices, Implied Price Processes, and Stochastic Volatility
  9. Nonparametric Risk Management and Implied Risk Aversion
  10. Empirical option pricing: a retrospection

Their papers