Option valuation with long-run and short-run volatility components
| Year of publication: |
2008
|
|---|---|
| Authors: | Christoffersen, Peter ; Jacobs, Kris ; Ornthanalai, Chayawat ; Wang, Yintian |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 90.2008, 3, p. 272-297
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