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~person:"Backus, David"
~person:"Carr, Peter"
~person:"Todorov, Viktor"
~subject:"jumps"
~type_genre:"Article in journal"
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Option pricing theory
58
Optionspreistheorie
58
Theorie
35
Theory
35
Volatility
35
Volatilität
35
Stochastic process
27
Stochastischer Prozess
27
CAPM
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17
Optionsgeschäft
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Backus, David
Carr, Peter
Todorov, Viktor
Wu, Liuren
3
Li, Lingfei
2
Schmeck, Maren Diane
2
Alitab, Dario
1
Andersen, Torben
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Babaoğlu, Kadir
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Hou, Ai Jun
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Härdle, Wolfgang
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Jacobs, Kris
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Kim, Sol
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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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
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2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
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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