Book of Donmon Teith

Abstract: This dissertation develops two new parametric and nonparametric methods for estimating risk-neutral measures (RNM) which embody important information

"This thesis consists of three essays that explore alternative approaches to extracting information from option data, and, along somewhat different lines, exami

"This dissertation is a collection of three essays that delve into the econometrics of option pricing. The primary objective of these essays is to develop and d