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Time-varying jump tails - MaRDI portal

Time-varying jump tails (Q473227)

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scientific article; zbMATH DE number 6372052
Language Label Description Also known as
English
Time-varying jump tails
scientific article; zbMATH DE number 6372052

    Statements

    title
    Time-varying jump tails (English)
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    author
    Viktor Todorov
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    Tim Bollerslev
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    publication date
    24 November 2014
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62G32
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    62P05
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    60J75
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    91G20
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    zbMATH DE Number
    6372052
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    OpenAlex ID
    W2096887247
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