Publications

Aschakulporn, Pakorn, and Zhang, Jin E., 2021, Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: An affine jump-diffusion approach, Journal of Futures Markets, (forthcoming).

Aschakulporn, Pakorn, and Zhang, Jin E., 2021, New Zealand Whole Milk Powder Options, Accounting and Finance, 61(S1), 2201-2246.

Conference Contribution

Aschakulporn, Pakorn, and Zhang, Jin E., 2020, Bakshi, Kapadia, and Madan (2003) Risk-Neutral Moment Estimators: A Gram-Charlier Density Approach. Proceedings of the International Conference on Futures and Other Derivatives. Retrieved from http://icfod.org/nd.jsp?id=50#_np=2_3

Aschakulporn, Pakorn, and Zhang, Jin E., 2019, Bakshi, Kapadia, and Madan (2003) Risk-Neutral Moment Estimators. Proceedings of the New Zealand Finance Meeting. Retrieved from https://acfr.aut.ac.nz/__data/assets/pdf_file/0013/330115/2019-NEW-ZEALAND-FINANCE-MEETING-FULL-PROGRAMME-FINAL.pdf

Aschakulporn, Pakorn, and Zhang, Jin E., 2019, New Zealand Whole Milk Powder Options. Proceedings of the New Zealand Finance Colloquium. Retrieved from https://www.nzfc.ac.nz/documents/2019/Colloquium.pdf