Kou jump diffusion model : an application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 index options
Wajih Abbasi, Petr Hájek, Diana Ismailova, Saira Yessimzhanova, Zouhaier Ben Khelifa, Kholnazar Amonov
| Year of publication: |
2016
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|---|---|
| Authors: | Abbasi, Wajih ; Hájek, Petr ; Ismailova, Diana ; Yessimzhanova, Saira ; Khelifa, Zouhaier Ben ; Amonov, Kholnazar |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 4, p. 1918-1929
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| Subject: | Jump-diffusion | Kou Model | Leptokurtic Feature | Trust-Region-Reflective Algorithm | US Index Options | USA | United States | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Optionsgeschäft | Option trading | Aktienindex | Stock index | Volatilität | Volatility |
freely available
| 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/10011775445