18/06/2019 Asset Pricing & Behavioural Finance Pricing Individual Stock Options using both Stock and Market Index Information When it comes to individual stock option pricing, most applications consider a univariate framework.
1/10/2016 Asset Pricing & Behavioural Finance Dynamics of Variance Risk Premia, Investors' Sentiment and R... Dynamics of Variance Risk Premia, Investors? Sentiment and Return Predictability