Risk neutral jump arrival rates implied in option prices and their models
Year of publication: |
2021
|
---|---|
Authors: | Madan, Dilip B. ; Wang, King |
Subject: | crash cliquet | Fourier inversion | Limiting distributions | quasi-infinite divisibility | self-decomposable laws | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Risiko | Risk |
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