Information about price and volatility jumps inferred from...

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Journal of Futures Markets 2018 / 03

Information about price and volatility jumps inferred from options prices

Taylor, Stephen J., Tzeng, Chi-Feng, Widdicks, Martin
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Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21914
Date:
March, 2018
File:
PDF, 1.24 MB
english, 2018
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