Asymmetric Jump Processes: Option Pricing Implications
Year of publication: |
2004-08-11
|
---|---|
Authors: | Dupoyet, Brice |
Institutions: | Society for Computational Economics - SCE |
Subject: | derivative securities |
-
Tax Effects in Canadian Equity Option Markets
Milevsky, Moshe Arye, (1997)
-
What Data Should Be Used to Price Options?
Chernov, Mikhail, (1998)
-
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices
Broadie, Mark, (1996)
- More ...
-
The relationship between psychopathy and financial risk and time preferences
Shank, Corey A., (2020)
-
A dimensionāinvariant cascade model for VIX futures
Wang, Zhiguang, (2019)
-
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie, (2008)
- More ...