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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 8-41
Persistent link: https://www.econbiz.de/10010358127
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Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
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Remembering Peter Christoffersen (1967-2018)
Chang, Bo Young
;
Jacobs, Kris
;
Ornthanalai, Chayawat
; …
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10011968677
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