Jens Carsten Jackwerth

Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence

Stylianos Perrakis, Michal Czerwonko, G. Constantinides, 2010 .

Employee Stock Options: Much More Valuable than You Thought

James E. Hodder, J. Jackwerth, Jens Carsten Jackwerth, 2005 .

Mispricing of S&P 500 Index Options

Stylianos Perrakis, G. Constantinides, J. Jackwerth, 2006 .

Option Pricing: Real and Risk-Neutral Distributions

Stylianos Perrakis, G. Constantinides, J. Jackwerth, 2005 .

Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns

Mark Rubinstein, M. Rubinstein., J. Jackwerth, 2004 .

Is Volatility Risk Priced in the Option Market?

Andrea Buraschi, Jens Carsten Jackwerth, 1999 .