Jump Risk Premia Implicit in DAX Options - A Note on Implied State-GMM Estimation of Stochastic Volatility Jump Diffusion Models
Guse, Frank; Muck, Matthias (2007): Jump Risk Premia Implicit in DAX Options - A Note on Implied State-GMM Estimation of Stochastic Volatility Jump Diffusion Models, in: Financial markets and portfolio management,.
Faculty/Chair:
Author:
 ; 
Title of the compilation:
Financial markets and portfolio management
Corporate Body:
Society for Financial Market Research = Schweizerische Gesellschaft für Finanzmarktforschung
Conference:
10th Conference March 30, 2007 ; Zürich, SWX Swiss Exchange
Year of publication:
2007
Pages:
Language:
German
Type:
Conferenceobject
URI:
Activation date:
September 24, 2014

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Permalink https://fis.uni-bamberg.de/handle/uniba/16338