Taking into account extreme events in European option pricing
Year of publication: |
2008
|
---|---|
Authors: | Idier, Julien ; Jardet, Caroline ; LeFol, Gaëlle ; Monfort, Alain ; Pegoraro, Fulvio |
Published in: |
Financial stability review : FSR. - Paris, ISSN 1636-6964, ZDB-ID 2096683-0. - Vol. 12.2008, p. 39-51
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Schock | Shock | Theorie | Theory | EU-Staaten | EU countries | Aktienindex | Stock index | Frankreich | France |
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