Browsing All of EconStor by Author Christoffersen, Peter
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2001 | Let's Get Real about Using Economic Data | Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R. |
2004 | The informational content of over-the-counter currency options | Christoffersen, Peter; Mazzotta, Stefano |
2012 | The economic value of realized volatility: Using high-frequency returns for option valuation | Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour |
2015 | Option Valuation with Observable Volatility and Jump Dynamics | Christoffersen, Peter; Feunou, Bruno; Jeon, Yoontae |