First-passage probability, jump models, and intra-horizon risk

Gurdip Bakshi; George Panayotov

Year of publication:	2010
Authors:	Bakshi, Gurdip S. ; Panayotov, George
Published in:	Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 95.2010, 1, p. 20-40
Subject:	Risikomaß \| Risk measure \| Portfolio-Management \| Portfolio selection

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