The Dynamics of Stochastic Volatility: Evidence from Underlying and Option Markets (2000)

by Christopher S. Jones
Citations:72 - 1 self

Active Bibliography

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ΣΤΑΤΙΣΤΙΚΗ ΚΑΤΑ BAYES ΓΙΑ ΠΟΛΥΔΙΑΣΤΑΤΕΣ ΔΙΑΔΙΚΑΣΙΕΣ ΔΙΑΧΥΣΗΣ – Konstantinos P. Kalogeropoulos, Κωνσταντίνος Π. Καλογερόπουλος, Διδακτορικη Διατριβη, Διδακτορικού Διπλώματος Στη Στατιστική
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20 Nonlinear Mean Reversion in the Short-Term Interest Rate – Christopher S. Jones - 2003
Option Pricing Bounds and Statistical . . . – Per A. Mykland - 2009
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100 Stochastic Volatility for Lévy Processes – Peter Carr, Dilip B. Madan, Marc Yor - 2001
Les organisations-partenaires / The Partner Organizations – Mark Broadie, Jérôme Detemple, Eric Ghysels, Olivier Torrès, Octobre Cirano, École Des Hautes Études Commerciales
8 Option Valuation with Conditional Heteroskedasticity and Non-Normality – Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs - 2009
No-Arbitrage Valuation of Contingent Claims in Discrete Time – Peter Christoffersen, Redouane Elkamhi, Kris Jacobs - 2005