The fine structure of equity-index option dynamics (Q2347729)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fine structure of equity-index option dynamics |
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The fine structure of equity-index option dynamics (English)
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8 June 2015
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high-frequency data
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implied volatility
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jump activity
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Kolmogorov-Smirnov test
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stable process
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stochastic volatility
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VIX index
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