Taking into account extreme events in European option pricing
Julien Idier; Caroline Jardet; Gae͏̈lle le Fol; Alain Monfort; Fulvio Pegoraro
| Year of publication: |
2008
|
|---|---|
| Authors: | Idier, Julien ; Jardet, Caroline ; LeFol, Gaëlle ; Monfort, Alain ; Pegoraro, Fulvio |
| Published in: |
Financial stability review : FSR. - Paris, ISSN 1636-6964, ZDB-ID 2096683-0. - Vol. 12.2008, p. 39-51
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Schock | Shock | Theorie | Theory | EU-Staaten | EU countries | Aktienindex | Stock index | Frankreich | France |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003772089