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~person:"Backus, David"
~person:"Carr, Peter"
~person:"Garrett, Ian"
~subject:"jumps"
~type_genre:"Article in journal"
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jumps
Option pricing theory
47
Optionspreistheorie
47
Theorie
34
Theory
34
Volatility
22
Volatilität
22
Stochastic process
21
Stochastischer Prozess
21
CAPM
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Derivat
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Option trading
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Optionsgeschäft
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10
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Schätzung
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Zinsstruktur
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Aktienoption
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Arbitrage Pricing
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Statistical distribution
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Statistische Verteilung
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Stock option
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Experiment
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Großbritannien
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Backus, David
Carr, Peter
Garrett, Ian
Wu, Liuren
3
Li, Lingfei
2
Schmeck, Maren Diane
2
Alitab, Dario
1
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Babaoğlu, Kadir
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of futures markets
1
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ECONIS (ZBW)
3
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Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
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2
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
3
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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