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Capital income
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ECONIS (ZBW)
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51
Optionsbewertung unter Lévy-Prozessen : eine Analyse für den deutschen Aktienindex
Rathgeber, Andreas
- In:
Kredit und Kapital
40
(
2007
)
3
,
pp. 451-484
Persistent link: https://www.econbiz.de/10003564452
Saved in:
52
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
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53
Estimation of the information time stock return model
Li, Yan
-
2004
Persistent link: https://www.econbiz.de/10003551482
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54
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
55
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
Saved in:
56
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
57
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
58
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
59
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
60
Beyong stochastic volatility and jumps in returns and volatility
Durham, Garland
;
Park, Yang-ho
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10009715069
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