Joint characteristic function of stock log-price and squared volatility in the Bates model and its asset pricing applications
Oleksandr Zhylyevskyy
| Year of publication: |
2012
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|---|---|
| Authors: | Zhylyevskyy, Oleksandr |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 2.2012, 4, p. 400-407
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| Subject: | Volatilität | Volatility | CAPM | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745992