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• Robert A Jarrow
• Larry Eisenberg

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Paper provided by Federal Reserve Bank of Atlanta in its series Working Paper with number 91-16.

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Date of creation: 1991
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Handle: RePEc:fip:fedawp:91-16

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Keywords: Prices ; Options (Finance);

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1. In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007. "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 69-110, July. [Downloadable!] (restricted)
2. Fima Klebaner & Truc Le & Robert Liptser, 2006. "On Estimation of Volatility Surface and Prediction of Future Spot Volatility," Applied Mathematical Finance, Taylor and Francis Journals, vol. 13(3), pages 245-263, September. [Downloadable!] (restricted)

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