- Title
- Information about price and volatility jumps inferred from option prices
- Creators - without role
- Stephen J. Taylor祺峰 曾Martin Widdicks
- Publication Details
- 25th Annual Meeting
- Identifiers
- 9957768035906774
- Academic Unit
- Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
- Language
- English
- Resource Type
- Conference paper
Conference paper
Information about price and volatility jumps inferred from option prices
25th Annual Meeting
06/2016
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