Stock Price Dynamics and Option Valuations under Volatility Feedback Effect

Year of publication

2012

Authors

Kanniainen, Juho; Piche, Robert

Organizations and authors

Tampere University

Kanniainen Juho

Piche Robert

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal/Series

Physica A: Statistical Mechanics and its Applications

Pages

1-18

ISSN

0378-4371

Publication forum

65003

Open access

Open access in the publisher’s service

No information

Self-archived

Unknown

Other information

Fields of science

Mathematics; Other engineering and technologies

Publication country

Netherlands

Internationality of the publisher

International

Language

English

International co-publication

Co-publication with a company