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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Navas, Javier F."
~person:"Todorov, Viktor"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
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Volatility
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Volatilität
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Navas, Javier F.
Todorov, Viktor
Bollerslev, Tim
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Almeida, Caio
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of financial economics
2
Journal of applied econometrics
1
Review of derivatives research
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
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ECONIS (ZBW)
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Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
2
Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
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