Time-varying jump tails (Q473227)
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scientific article; zbMATH DE number 6372052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time-varying jump tails |
scientific article; zbMATH DE number 6372052 |
Statements
Time-varying jump tails (English)
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24 November 2014
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market risk
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options
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risk-neutral distributions
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jumps
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time-varying jump tails
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extreme value theory
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0.8418846726417542
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0.8068788051605225
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0.7785822153091431
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0.7692145705223083
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0.7687851786613464
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