Realized bipower variation, jump components, and option valuation

2021 ◽  
Author(s):  
Zhiyuan Pan ◽  
Yudong Wang ◽  
Li Liu
Keyword(s):  



1999 ◽  
Vol 2 (4) ◽  
pp. 61-73 ◽  
Author(s):  
Peter Carr ◽  
Dilip Madan


1996 ◽  
Author(s):  
Pablo Fernandez
Keyword(s):  


2018 ◽  
Author(s):  
Zhongmin Qian ◽  
Xingcheng Xu
Keyword(s):  


2018 ◽  
Author(s):  
Pierre Chaigneau ◽  
Julien Le Maux ◽  
Antoine Noël


Author(s):  
Tom M. Arnold ◽  
Timothy Falcon Crack


Sign in / Sign up

Export Citation Format

Share Document