EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

Details about Jeroen Dalderop

Homepage:http://jeroendalderop.com
Workplace:Afdeling Kwantitatieve Economie (Department of Quantitative Economics), Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam (University of Amsterdam), (more information at EDIRC)

Access statistics for papers by Jeroen Dalderop.

Last updated 2026-05-23. Update your information in the RePEc Author Service.

Short-id: pda863

Jump to Journal Articles

Working Papers

2025

  1. Semiparametric Estimation of Probability Weighting Functions Implicit in Option Prices
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2024

  1. Estimating a Density Ratio Model for Stock Market Risk and Option Demand
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

Journal Articles

2026

  1. Estimating a conditional density ratio model for asset returns and option demand
    Journal of Econometrics, 2026, 254, (PB) Downloads

2023

  1. Semiparametric estimation of latent variable asset pricing models
    Journal of Econometrics, 2023, 236, (1) Downloads

2020

  1. Nonparametric filtering of conditional state-price densities
    Journal of Econometrics, 2020, 214, (2), 295-325 Downloads View citations (4)
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the School of Business at Örebro University.

 
Page updated 2026-05-28