Attention
Alternative models for stock price dynamics
Year of publication: |
2003
|
---|---|
Authors: | Chernov, Mikhail ; Gallant, A. Ronald ; Ghysels, Eric ; Tauchen, George Eugene |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 116.2003, 1/2, p. 225-257
|
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Momentenmethode | Method of moments |
-
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut, (2001)
-
Stochastic volatility and option pricing
Jiang, George J., (2007)
-
Kim, In-joon, (2007)
- More ...
-
Alternative Models of Stock Prices Dynamics
Chernov, Mikhail, (2012)
-
A New Class of Stochastic Volatility Models with Jumps : Theory and Estimation
Chernov, Mikhail, (2012)
-
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
Chernov, Mikhail, (1999)
- More ...