Implied volatility with time-varying regime probabilities

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Originalspråk	engelska

Utgivningsort	Helsinki
Förlag	Helsinki Center of Economic Research
Antal sidor	22
Status	Publicerad - 2008
MoE-publikationstyp	C1 Separata vetenskapliga böcker

Namn	Discussion papers / Helsinki Center of Economic Research
Nr.	No 246
ISSN (tryckt)	1795-0562

Vetenskapsgrenar

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title = "Implied volatility with time-varying regime probabilities",

keywords = "511 Economics, optiot, markkinat, ennusteet, optiot, markkinat, ennusteet, optiot, markkinat, ennusteet",

author = "Katja Ahoniemi and Markku Lanne",

year = "2008",

language = "English",

series = "Discussion papers / Helsinki Center of Economic Research",

publisher = "Helsinki Center of Economic Research",

number = "No 246",

address = "Finland",

}

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AU - Lanne, Markku

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KW - markkinat

KW - ennusteet

KW - optiot

KW - markkinat

KW - ennusteet

KW - optiot

KW - markkinat

KW - ennusteet

M3 - Book

T3 - Discussion papers / Helsinki Center of Economic Research

BT - Implied volatility with time-varying regime probabilities

PB - Helsinki Center of Economic Research

CY - Helsinki

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