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Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D. - In: The economic journal : the journal of the Royal … 103 (1993) 417, pp. 395-405
Persistent link: https://www.econbiz.de/10001146005
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A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew; Luo, Dan - In: Journal of financial markets 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466112