Risk-Neutral Skewness and Kurtosis: See this post for R code to calculate model free implied volatility. Let stock price return for period is given by: (1) The price of the volatility contract: (2) The price of the cubic contract: (3) The price of the quadratic contract: (4) Define : […]
General Working Papers: Arxiv Vixra SSRN (Huge collection) Ideas Econoacademics EconPapers: Very large collection of economics working papers Look at Repec too University wise working paper series: Harvard Working Paper 1 Harvard Business School Working Paper Archive London Business School Working Papers Sloan School of Management Working Papers Index University of Chicago Center for Research in Security Prices (CRSP) […]