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subject:"Dynamic programming"
~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
Yang, Hanxue
;
Kanniainen, Juho
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 811-844
Persistent link: https://www.econbiz.de/10011803307
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