Implied volatility smile dynamics in the presence of jumps

Martin Magris, Perttu Bärholm, Juho Kanniainen

Tutkimustuotos: Konferenssiartikkeli › Professional

Alkuperäiskieli	Englanti
Otsikko	International Association for Applied Econometrics, 2017
Sivumäärä	13
Tila	Julkaistu - 2017
OKM-julkaisutyyppi	D3 Artikkeli ammatillisessa konferenssijulkaisussa
Tapahtuma	International Association for Applied Econometrics - Kesto: 26 kesäk. 2017 → 29 kesäk. 2017

Conference	International Association for Applied Econometrics
Ajanjakso	26/06/17 → 29/06/17

Pääsy asiakirjaan

@inproceedings{41422d080ea24b8faaa6ab3c036ac911,

title = "Implied volatility smile dynamics in the presence of jumps",

author = "Martin Magris and Perttu B{\"a}rholm and Juho Kanniainen",

note = "INT=ttj,{"}B{\"a}rholm, Perttu{"}; International Association for Applied Econometrics ; Conference date: 26-06-2017 Through 29-06-2017",

year = "2017",

language = "English",

booktitle = "International Association for Applied Econometrics, 2017",

}

TY - GEN

T1 - Implied volatility smile dynamics in the presence of jumps

AU - Magris, Martin

AU - Bärholm, Perttu

AU - Kanniainen, Juho

N1 - INT=ttj,"Bärholm, Perttu"

PY - 2017

Y1 - 2017

M3 - Conference contribution

BT - International Association for Applied Econometrics, 2017

T2 - International Association for Applied Econometrics

Y2 - 26 June 2017 through 29 June 2017

ER -