Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 Christoffersen2004
%A Christoffersen, Peter
%A Jacobs, Kris
%D 2004
%J Journal of Financial Economics
%K Implied functions volatility
%N 2
%P 291--318
%T The importance of the loss function in option valuation
%U http://www.sciencedirect.com/science/article/B6VBX-49Y3J1V-3/1/cd991388e85fe2e4f6cda88dc76ec5af
%V 72
@article{Christoffersen2004,
added-at = {2008-04-22T15:17:45.000+0200},
author = {Christoffersen, Peter and Jacobs, Kris},
biburl = {https://www.bibsonomy.org/bibtex/26b884068407d42ea882283a0c71aeb70/smicha},
interhash = {095add8572851b9c030d45a36b6b36af},
intrahash = {6b884068407d42ea882283a0c71aeb70},
journal = {Journal of Financial Economics},
keywords = {Implied functions volatility},
month = May,
number = 2,
pages = {291--318},
timestamp = {2008-04-22T15:22:22.000+0200},
title = {The importance of the loss function in option valuation},
url = {http://www.sciencedirect.com/science/article/B6VBX-49Y3J1V-3/1/cd991388e85fe2e4f6cda88dc76ec5af},
volume = 72,
year = 2004
}
