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isPartOf:"Journal of econometrics"
~subject:"Optionspreistheorie"
~person:"Bondarenko, Oleg"
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Optionspreistheorie
Option pricing theory
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Aktienindex
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Bondarenko, Oleg
Todorov, Viktor
5
Xiu, Dacheng
4
Tauchen, George Eugene
3
Aït-Sahalia, Yacine
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Bollerslev, Tim
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Gallant, A. Ronald
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The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
2
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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