Jump and volatility risks implicit in the UK options market

Bibliographic Details
Main Author: Chen, Jian
Published: University of Essex 2009
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.502157
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spelling ndltd-bl.uk-oai-ethos.bl.uk-5021572018-08-07T03:21:34ZJump and volatility risks implicit in the UK options marketChen, Jian2009332.64University of Essexhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.502157Electronic Thesis or Dissertation
collection NDLTD
sources NDLTD
topic 332.64
spellingShingle 332.64
Chen, Jian
Jump and volatility risks implicit in the UK options market
author Chen, Jian
author_facet Chen, Jian
author_sort Chen, Jian
title Jump and volatility risks implicit in the UK options market
title_short Jump and volatility risks implicit in the UK options market
title_full Jump and volatility risks implicit in the UK options market
title_fullStr Jump and volatility risks implicit in the UK options market
title_full_unstemmed Jump and volatility risks implicit in the UK options market
title_sort jump and volatility risks implicit in the uk options market
publisher University of Essex
publishDate 2009
url http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.502157
work_keys_str_mv AT chenjian jumpandvolatilityrisksimplicitintheukoptionsmarket
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