Option Market (In)efficiency and Implied Volatility...

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Option Market (In)efficiency and Implied Volatility Dynamics After Return Jumps

Kanniainen, Juho, Magris, Martin
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Year:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3252394
File:
PDF, 560 KB
english, 2018
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