How much is the gap?—Efficient jump risk-adjusted valuation of leveraged certificates
- Zhang, Ally Quan ORCID Institut für Banking & Finance, Universität Zürich, Plattenstr. 32, 8032Zürich, Switzerland.
- Thul, Matthias ORCID Commerzbank AG, Equity Derivatives Flow Trading, Equity Markets and Commodities, Mainzer Landstr. 153, 60327Frankfurt am Main, Germany.
- 2017-3-7
Published in:
- Quantitative Finance. - Informa UK Limited. - 2017, vol. 17, no. 9, p. 1387-1401
- Language
-
- English
- Open access status
- green
- Identifiers
-
- DOI 10.1080/14697688.2016.1276299
- ISSN 1469-7688
- Persistent URL
- https://sonar.ch/global/documents/31066
Statistics
Document views: 15
File downloads:
- Full-text: 0