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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Oil price"
~subject:"Optionspreistheorie"
~subject:"Risikoprämie"
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Oil price
Optionspreistheorie
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Capital income
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Option pricing theory
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Christoffersen, Peter F.
4
Feunou, Bruno
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Jacobs, Kris
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Fournier, Mathieu
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Jeon, Yoontae
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Karoui, Mehdi
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Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
CREATES research paper
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The review of financial studies
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Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
2
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
Saved in:
3
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
4
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
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