The Impact of Jump Distributions on the Implied Volatility...

The Impact of Jump Distributions on the Implied Volatility of Variance

Nicolato, E., Pisani, C., Sloth, D.
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Volume:
8
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/16M1059072
Date:
January, 2017
File:
PDF, 448 KB
english, 2017
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