Option pricing based on alternative jump size distributions
Jian Chen, Chenghu Ma
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Chen, Jian ; Ma, Chenghu |
| Published in: |
Frontiers of economics in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-3444, ZDB-ID 2295851-4. - Vol. 11.2016, 3, p. 439-467
|
| Subject: | general equilibrium | recursive utility | option pricing | Laplace distribution | volatility smirk | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Allgemeines Gleichgewicht | General equilibrium | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3868/s060-005-016-0024-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597962