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
Department/Agency | Bank of Canada. |
---|---|
Title | Option valuation with observable volatility and jump dynamics / by Peter Christoffersen, Bruno Feunou and Yoontae Jeon. |
Series title | Bank of Canada working paper ; 2015-391701-9397 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Note(s) | October 2015. Includes bibliographical references. |
Publishing information | Ottawa : Bank of Canada, 2015. |
Author / Contributor | Christoffersen, Peter. Feunou, Bruno. Jeon, Yoontae. |
Description | iii, 54 p. : graphs, tables. |
Catalogue number |
|
Subject terms | Economic analysis |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: