Pricing of Firm Specific Jump Risk
Year of publication: |
2012
|
---|---|
Authors: | Ascheberg, Marius |
Other Persons: | Kraft, Holger (contributor) ; Yildirim, Yildiray (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Unternehmenswert | Firm value | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 23, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2148239 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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