Equity option pricing with systematic and idiosyncratic volatility and jump risks
Year of publication: |
2020
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Authors: | Li, Zhe |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 1/16, p. 1-18
|
Subject: | equity option pricing | factor models | jumps | stochastic volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13010016 [DOI] hdl:10419/239090 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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