Option Valuation with Long-Run and Short-Run Volatility Components
Year of publication: |
[2012]
|
---|---|
Authors: | Christoffersen, Peter |
Other Persons: | Jacobs, Kris (contributor) ; Ornthanalai, Chayawat (contributor) ; Wang, Yintian (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial Economics, Vol. 90, No. 3, pp. 272-297 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 18, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.665124 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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