Option Valuation with Observable Volatility and Jump Dynamics
Year of publication: |
2016
|
---|---|
Authors: | Christoffersen, Peter |
Other Persons: | Feunou, Bruno (contributor) ; Jeon, Yoontae (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Series: | Rotman School of Management Working Paper ; No. 2494379 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 13, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2494379 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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