Jump and volatility risks implicit in the UK options market
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University of Essex
2009
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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 |
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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 |
_version_ |
1718719093255700480 |