Impact of stock price jumps on option values

Authors
Trautmann, S Beinert, M
Citation
S. Trautmann et M. Beinert, Impact of stock price jumps on option values, CONTR MANAG, 1999, pp. 303-322
Categorie Soggetti
Current Book Contents
Journal title
EMPIRICAL RESEARCH ON THE GERMAN CAPITAL MARKET → ACNP
Year of publication
1999
Pages
303 - 322
Database
ISI
SICI code