Pages that link to "Item:Q2292059"
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The following pages link to A realized volatility approach to option pricing with continuous and jump variance components (Q2292059):
Displayed 3 items.
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)