Asymmetry in the jump-size distribution of the S&P 500 : evidence from equity and option markets
Year of publication: |
2013
|
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Authors: | Kaeck, Andreas |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 9, p. 1872-1888
|
Subject: | Jump-size distribution | European options | S&P 500 | Model calibration | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Statistische Verteilung | Statistical distribution | EU-Staaten | EU countries |
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