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Output details

19 - Business and Management Studies

Output 26 of 330 in the submission

Article title

Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market

Type

D - Journal article

DOI

Title of journal

Energy Economics

Article number

Volume number

Issue number

First page of article

302

ISSN of journal

0140-9883

Year of publication

2010

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

B - Asset Pricing and Financial Econometrics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract