Jump Activity Analysis for Affine Jump-Diffusion Models : Evidences from the Commodity Market
Year of publication: |
2016
|
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Authors: | Da Fonseca, José |
Other Persons: | Ignatieva, Katja (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2773076 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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