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Kadir Gökhan Babaoglu, PhD.
Title
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Cited by
Year
Option valuation with volatility components, fat tails, and nonmonotonic pricing kernels
K Babaoğlu, P Christoffersen, S Heston, K Jacobs
The Review of Asset Pricing Studies 8 (2), 183-231, 2018
42*2018
The pricing of market jumps in the cross-section of stocks and options
KG Babaoglu
Available at SSRN 2698378, 2016
32016
The role of fat-tails, multiple variance components, and pricing kernels in option pricing
KG Babaoglu
University of Toronto (Canada), 2016
2016
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Articles 1–3