The Fair Price of Volatility During Financial Distress: A Look at the COVID-19 Pandemic and the Effect on the Volatility Paradigm
Loading...
Embargo Date
Degree type
Graduate group
Discipline
Subject
volatility
options
stochastic volatility
jump diffusion
COVID-19
Finance and Financial Management
options
stochastic volatility
jump diffusion
COVID-19
Finance and Financial Management
Funder
Grant number
License
Copyright date
Distributor
Related resources
Author
Contributor
Abstract
Advisor
Date of degree
2022-01-01