Assessing models of individual equity option prices
Gurdip Bakshi, Charles Cao, Zhaodong (Ken) Zhong
| Year of publication: |
2021
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Cao, Charles Q. ; Zhong, Zhaodong |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 1, p. 1-28
|
| Subject: | Individual equity option-models | Risk-neutral kurtosis | Return-jumps | Volatility-jumps | Stochastic volatility | Option-implied return distributions | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Aktienoption | Stock option | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00951-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549885