Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Year of publication: |
2004
|
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Authors: | Eraker, Bjørn |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 3, p. 1367-1403
|
Subject: | Börsenkurs | Share price | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | USA | United States | Induktive Statistik | Statistical inference | 1987-1996 |
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