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Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 19/21, pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
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Option implied beta and option return
Ze-To, Samuel Yau Man - In: Applied economics 50 (2018) 2, pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
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Estimating value-at-risk under a HeathJarrowMorton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 21, pp. 2729-2742
Persistent link: https://www.econbiz.de/10009817976