The nonlinearity and jumps in stochastic volatility : evidence from returns and options data
Karim Mimouni
| Year of publication: |
2009
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|---|---|
| Authors: | Mimouni, Karim |
| Published in: |
Banking and finance review. - [S.l] : [lulu.com], ISSN 1947-7945, ZDB-ID 25570900. - Vol. 1.2009, 1, p. 99-117
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956418