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Option valuation with observable volatility and jump dynamics / by Peter Christoffersen, Bruno Feunou and Yoontae Jeon.FB3-2/115-39E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.805635&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleOption valuation with observable volatility and jump dynamics / by Peter Christoffersen, Bruno Feunou and Yoontae Jeon.
Series title
  • Bank of Canada working paper ; 2015-39 1701-9397
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • October 2015.
  • Includes bibliographical references.
Publishing information
  • Ottawa : Bank of Canada, 2015.
Author / Contributor
  • Christoffersen, Peter.
  • Feunou, Bruno.
  • Jeon, Yoontae.
Descriptioniii, 54 p. : graphs, tables.
Catalogue number
  • FB3-2/115-39E-PDF
Subject terms
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