Assessing models of individual equity option prices
Year of publication: |
2021
|
---|---|
Authors: | Bakshi, Gurdip S. ; Cao, Charles Q. ; Zhong, Zhaodong |
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 | Black-Scholes-Modell | Black-Scholes model |
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