Narrow search
Showing 1 - 4 of 4
Cover Image
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
Cover Image
Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
Cover Image
The market for crash risk
Bates, David S. - 2001
Persistent link: https://www.econbiz.de/10001621523
Cover Image
Testing option pricing models
Bates, David S. - 1995
Persistent link: https://www.econbiz.de/10000912754