Jitka Hilliard

Available identifiers

zbMath Open hilliard.jitkaMaRDI QIDQ2893073

List of research outcomes

Publication	Date of Publication	Type
An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects	2022-07-22	Paper
Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities	2021-12-01	Paper
Option pricing under short-lived arbitrage: theory and tests	2018-11-19	Paper
Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators	2012-06-25	Paper

Research outcomes over time

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