Details about Jeroen Dalderop
Access statistics for papers by Jeroen Dalderop.
Last updated 2025-08-09. Update your information in the RePEc Author Service.
Short-id: pda863
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Journal Articles
Working Papers
2025
- Semiparametric Estimation of Probability Weighting Functions Implicit in Option Prices
Tinbergen Institute Discussion Papers, Tinbergen Institute
2024
- Estimating a Density Ratio Model for Stock Market Risk and Option Demand
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
Journal Articles
2023
- Semiparametric estimation of latent variable asset pricing models
Journal of Econometrics, 2023, 236, (1)
2020
- Nonparametric filtering of conditional state-price densities
Journal of Econometrics, 2020, 214, (2), 295-325
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