Time-varying jump tails (Q473227)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying jump tails |
scientific article |
Statements
Time-varying jump tails (English)
0 references
24 November 2014
0 references
market risk
0 references
options
0 references
risk-neutral distributions
0 references
jumps
0 references
time-varying jump tails
0 references
extreme value theory
0 references
