1. A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth. (June 2020) Authors: Fournier, Mathieu; Jacobs, Kris Journal: Journal of financial and quantitative analysis Issue: Volume 55:Number 4(2020) Page Start: 1117 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Beta Risk in the Cross-Section of Equities. (20th December 2019) Authors: Boloorforoosh, Ali; Christoffersen, Peter; Fournier, Mathieu; Gouriéroux, Christian Editors: Van Nieuwerburgh, Stijn Journal: Review of financial studies Issue: Volume 33:Number 9(2020) Page Start: 4318 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk. (10th February 2021) Authors: Christoffersen, Peter; Fournier, Mathieu; Jacobs, Kris; Karoui, Mehdi Journal: Journal of financial and quantitative analysis Issue: Volume 56:Number 1(2021) Page Start: 65 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. The Factor Structure in Equity Options. (2nd August 2017) Authors: Christoffersen, Peter; Fournier, Mathieu; Jacobs, Kris Journal: Review of financial studies Issue: Volume 31:Number 2(2018) Page Start: 595 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗