The Impact of Jump Dynamics on the Predictive Power of Option -Implied Densities

Resource

Journal of Derivatives, 16(3), 9-22

Journal

SSRN Electronic Journal

Date Issued

2009

Date

2009

Author(s)

DOI

URI

Type

journal article

File(s)

Name

09.pdf

Size

23.38 KB

Format

Adobe PDF

Checksum

(MD5):8f4f8b8797c4f549c586eba5cc24e6ba