Bond and option prices with permanent shocks
Year of publication: |
2019
|
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Authors: | Zoubi, Haitham al- |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 53.2019, p. 272-290
|
Subject: | Continuous-time estimation | Jackknife | Short-term interest rate | Stochastic volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Schock | Shock | Zins | Interest rate | Zinsstruktur | Yield curve | Schätzung | Estimation | Stochastischer Prozess | Stochastic process |
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