A realized volatility approach to option pricing with continuous and jump variance components (Q2292059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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