A realized volatility approach to option pricing with continuous and jump variance components
Crossref DOI link: https://doi.org/10.1007/s10203-019-00241-2
Published Online: 2019-03-21
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alitab, Dario
Bormetti, Giacomo http://orcid.org/0000-0003-3542-2505
Corsi, Fulvio
Majewski, Adam A.
Text and Data Mining valid from 2019-03-21
Article History
Received: 9 August 2018
Accepted: 9 March 2019
First Online: 21 March 2019