AUGUSTIN, Patrick, BRENNER, Menachem, GRASS, Gunnar, ORLOWSKI, Piotr, SUBRAHMANYAM, Marti G.;
« Informed options strategies before corporate events »,
Journal of Financial Markets, vol. 63, 2023, p. 1-34.
ORLOWSKI, Piotr, SCHNEIDER, Paul, TROJANI, Fabio;
« On the Nature of (Jump) Skewness Risk Premia »,
Management Science, 2023 (status : accepted).