1 to 5 of 19 results
CS
Option Valuation with Conditional Heteroskedasticity and Non-Normality
Peter Christoffersen, Redouane Elkamhi, Bruno Feunou and Kris Jacobs
CS
Option-Implied Measures of Equity Risk
Bo-Young Chang, Peter Christoffersen, Kris Jacobs and Gregory Vainberg
CS
Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options
Peter Christoffersen, Kris Jacobs and Chayawat Ornthanalai
CS
Option Valuation with Long-run and Short-run Volatility Components
Peter Christoffersen, Kris Jacobs and Yintian Wang
CS
