Pricing of firm specific jump risk
Marius Ascheberg; Holger Kraft; Yildiray Yildirim
| Year of publication: |
2013
|
|---|---|
| Authors: | Ascheberg, Marius ; Kraft, Holger ; Yildirim, Yildiray |
| Published in: | |
| Subject: | Ivo anomaly | Kapitalmarktrendite | Capital market returns | Unternehmenswert | Firm value | Risiko | Risk | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1996-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010412571