R
Rihab Bedoui
Researcher at University of Paris
Publications - 7
Citations - 128
Rihab Bedoui is an academic researcher from University of Paris. The author has contributed to research in topics: Gold as an investment & Exchange rate. The author has an hindex of 5, co-authored 7 publications receiving 73 citations.
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Option-implied risk aversion estimation
Rihab Bedoui,Haykel Hamdi +1 more
TL;DR: In this paper, the authors estimate the risk aversion function on the French market implied by the joint observation of the cross-section of option prices and time-series of underlying asset returns from a high-frequency CAC 40 index options.
Posted Content
Implied Risk-Neutral probability Density functions from options prices: A comparison of estimation methods
Rihab Bedoui,Haykel Hamdi +1 more
TL;DR: In this article, the goodness-of-fit of eight option-based approaches used to extract risk-neutral probability density functions from a high-frequency CAC 40 index options during a normal and troubled period was compared.