Nonparametric jump variation measures from options (Q2171999): Difference between revisions

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Latest revision as of 03:55, 30 July 2024

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Nonparametric jump variation measures from options
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    Nonparametric jump variation measures from options (English)
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    14 September 2022
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    jump variation
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    Laplace transform
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    options
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    nonparametric estimation
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    tail risk
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