Option Valuation with Conditional Heteroskedasticity and Nonnormality
| Year of publication: |
2013
|
|---|---|
| Authors: | Christoffersen, Peter ; Elkamhi, Redouane ; Feunou, Bruno ; Jacobs, Kris |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2013, 5 (8.5.), p. 2139-2138
|