Option valuation with long-run and short-run volatility components☆-Reference-Cited by-同舟云学术

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Option valuation with long-run and short-run volatility components☆

Published:2008-12 Issue:3 Volume:90 Page:272-297
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

CHRISTOFFERSEN P,JACOBS K,ORNTHANALAI C,WANG Y

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Cited by 240 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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