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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
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