• search hit 7 of 40
Back to Result List

Jump Risk Premia Implicit in DAX Options - A Note on Implied State- GMM Estimation of Stochastic Volatility Jump Diffusion Models

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Institutes:Fakultät Sozial- und Wirtschaftswissenschaften / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Banking und Finanzcontrolling
Author:Matthias Muck
Title of the journal / compilation (English):Financial markets and portfolio management / Swiss Society for Financial Market Research = Schweizerische Gesellschaft für Finanzmarktforschung / Conference / Former years: 10th Conference March 30, 2007, Zürich, SWX Swiss Exchange, Download Papers / SESSION B, B1 Derivatives I. - 1 pdf-Datei (19 S. : graph. Darst.)
Statement of responsibility:Frank Guse and Matthias Muck
Year of publication:2007
Remarks:Veröff. im Internet: http://www.fmpm.ch/
URL:http://www.fmpm.ch/docs/10th/papers_2007_web/B1b.pdf
Document Type:Article in a collective work
Language:German
Release Date:2014/09/24