Anomalous Diffusions in Option Prices : Connecting Trade Duration and the Volatility Term Structure
Year of publication: |
2020
|
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Authors: | Jacquier, Antoine (Jack) |
Other Persons: | Torricelli, Lorenzo (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3434073 [DOI] |
Classification: | G20 - Financial Institutions and Services. General ; H60 - National Budget, Deficit, and Debt. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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