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~isPartOf:"Journal of econometrics"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~person:"Jarrow, Robert A."
~person:"Kim, Young Shin"
~source:"econis"
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Option Prices with Stochastic...
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Jarrow, Robert A.
Kim, Young Shin
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3
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2
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Journal of econometrics
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ECONIS (ZBW)
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Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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2
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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3
Specification tests of calibrated option pricing models
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10011504582
Saved in:
4
The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
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