Information about price and volatility jumps inferred from options prices
Year of publication: |
2018
|
---|---|
Authors: | Taylor, Stephen J. ; Tzeng, Chi-Feng ; Widdicks, Martin |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - Vol. 38.2018, 10 (25.03.), p. 1206-1226
|
Publisher: |
Wiley |
Saved in:
Online Resource
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