1996
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
Review of Financial StudiesTop-listed
2.4k
cites
Faculty
David S. Bates is a Finance scholar at University of Iowa. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 34 works, 7.1k citations (h-index 18).
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Affiliation on publications · University of Iowa
Review of Financial StudiesTop-listed
Journal of EconometricsTop-listed
The Journal of FinanceTop-listed