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