Hlavka, Zdenek; Pesta, Michal - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
estimator by implementing a covariance structure taking into account the time of the trade and by considering simultaneously … estimator by implementing a covariance structure taking into
account the time of the trade and by considering simultaneously …, multiple observations, covariance
structure, option price
JEL classification: C10, C13, C14, C20, C88, G13
Let Yt(K,T) denote …