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Latest revision as of 21:18, 1 August 2024

scientific article
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A realized volatility approach to option pricing with continuous and jump variance components
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    A realized volatility approach to option pricing with continuous and jump variance components (English)
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    31 January 2020
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    high-frequency
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    realized volatility
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    HARG
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    option pricing
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    variance risk premium
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    jumps
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    Identifiers

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