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

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publications.gc.ca/pub?id=9.805635&sl=0

Publication information
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
  • FB3-2/115-39E-PDF
Subject terms Economic analysis
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