Empirical option pricing models
Year of publication: |
2022
|
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Authors: | Bates, David S. |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 14.2022, p. 369-389
|
Subject: | options | stochastic volatility | crash risk | GARCH | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Derivat | Derivative | Schätzung | Estimation | Optionsgeschäft | Option trading | Finanzkrise | Financial crisis |
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