Option pricing with overnight and intraday volatility
Year of publication: |
2023
|
---|---|
Authors: | Liang, Fang ; Du, Lingshan ; Huang, Zhuo |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 11, p. 1576-1614
|
Subject: | multivariate Edgeworth-Sargan density | option pricing | overnight volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
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