Realized bipower variation, jump components, and option valuation

Subjects

Subjects :

Economics and Econometrics
Variation (linguistics)
Valuation of options
Accounting
Econometrics
Economics
Jump
General Business, Management and Accounting
Finance

Details

ISSN :

10969934 and 02707314

Volume :

41

Database :

OpenAIRE

Journal :

Journal of Futures Markets

Accession number :

edsair.doi...........42046df6fcbc3e24a2b351668e159009