Pricing Time Deformation Risk, Volatility Risk, and Levy Jump-Type Risk
Publication
, Journal Article
Tauchen, G; Shaliastovich, I
Published in: Journal of Economic Dynamics and Control
2011
Duke Scholars
Published In
Journal of Economic Dynamics and Control
Publication Date
2011
Volume
35
Issue
6
Related Subject Headings
- Economics
- 1502 Banking, Finance and Investment
- 1402 Applied Economics
- 1401 Economic Theory
Citation
APA
Chicago
ICMJE
MLA
NLM
Tauchen, G., & Shaliastovich, I. (2011). Pricing Time Deformation Risk, Volatility Risk, and Levy Jump-Type Risk. Journal of Economic Dynamics and Control, 35(6).
Tauchen, G., and I. Shaliastovich. “Pricing Time Deformation Risk, Volatility Risk, and Levy Jump-Type Risk.” Journal of Economic Dynamics and Control 35, no. 6 (2011).
Tauchen G, Shaliastovich I. Pricing Time Deformation Risk, Volatility Risk, and Levy Jump-Type Risk. Journal of Economic Dynamics and Control. 2011;35(6).
Tauchen, G., and I. Shaliastovich. “Pricing Time Deformation Risk, Volatility Risk, and Levy Jump-Type Risk.” Journal of Economic Dynamics and Control, vol. 35, no. 6, 2011.
Tauchen G, Shaliastovich I. Pricing Time Deformation Risk, Volatility Risk, and Levy Jump-Type Risk. Journal of Economic Dynamics and Control. 2011;35(6).
Published In
Journal of Economic Dynamics and Control
Publication Date
2011
Volume
35
Issue
6
Related Subject Headings
- Economics
- 1502 Banking, Finance and Investment
- 1402 Applied Economics
- 1401 Economic Theory