Option valuation with conditional heteroskedasticity and nonnormality
Peter Christoffersen; Redouane Elkamhi; Bruno Feunou; Kris Jacobs
| Year of publication: |
2010
|
|---|---|
| Authors: | Christoffersen, Peter F. ; Elkamhi, Redouane ; Feunou, Bruno ; Jacobs, Kris |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 5, p. 2139-2138
|
| Subject: | Optionspreistheorie | Option pricing theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003969117