Mandatory Fields

Contributor (s)

Cummins, M., Murphy, B.

Conference Title

10th Conference of the Swiss Society for Financial Market Research

Short Description

Testing Alternative Affine Jump-Diffusion Models in the S&P 500 Index Options Market

Location

Zϋrich

Contribution Type

Conference Organising Committee Member

Year

2007

Times Cited

()

Optional Fields

Start Date

30-MAR-07

End Date

30-MAR-07

Abstract

Funded By