Empirical performance of the Czech and Hungarian index options under jump
Gabriel S. Lee, Michael Boss, Chris Klisz
| Year of publication: |
2001
|
|---|---|
| Authors: | Lee, Gabriel S. ; Boss, Michael ; Klisz, Chris |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Jump diffusion | Index-Futures | Index futures | Tschechisch | Czech | Ungarisch | Hungarian | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Österreich | Austria | 1995-1997 |
freely available
Erscheint auch als (Online-Ausgabe):
Empirical performance of the Czech and Hungarian index options under jump. - Wien : IHS, 2001. - Online-Ressource (33, 9 S.)
Persistent link: https://www.econbiz.de/10001583855