Inference for option panels in pure-jump settings
Torben G. Andersen, Nicola Fusari, Viktor Todorov and Rasmus T. Varneskov
| Year of publication: |
2019
|
|---|---|
| Authors: | Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor ; Varneskov, Rasmus Tangsgaard |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 5, p. 901-942
|
| Subject: | Panel | Panel study | Induktive Statistik | Statistical inference | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466618000373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012146164