- Title
- Information about price and volatility jumps inferred from option prices
- Creators - without role
- Stephen J. Taylor祺峰 曾Martin Widdicks
- Publication Details
- Conference on High Frequency Data and Derivative Markets
- Identifiers
- 9957768548806774
- 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
Conference on High Frequency Data and Derivative Markets
08/2014
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