Details about Michael Neumann
Access statistics for papers by Michael Neumann.
Last updated 2014-10-23. Update your information in the RePEc Author Service.
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- Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market
Working Papers, Queen Mary University of London, School of Economics and Finance
- Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Journal of Financial and Quantitative Analysis, 2013, 48, (3), 947-977 View citations (33)