Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
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