articleJournal of EconometricsApr 7, 2003Closed access

Alternative models for stock price dynamics

MCMikhail ChernovARA. Ronald GallantÉGÉric GhyselsGTGeorge Tauchen

Columbia University · University of North Carolina at Chapel Hill · +1 more institution

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946
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4

Topics & keywords

Topics
Keywords
  • Econometrics
  • Affine transformation
  • Jump diffusion
  • Stochastic volatility
  • Volatility (finance)
  • Jump
  • Valuation of options
  • Mathematics
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