Pricing vulnerable options with jump clustering
Yong Ma, Keshab Shrestha, and Weidong Xu
Year of publication: |
December 2017
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Authors: | Ma, Yong ; Shrestha, Keshab ; Xu, Weidong |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 12, p. 1155-1178
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Subject: | Optionsgeschäft | Option trading | Börsenkurs | Share price | Volatilität | Volatility | Numerisches Verfahren | Numerical analysis | Sensitivitätsanalyse | Sensitivity analysis | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Welt | World |
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