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Information about price and volatility jumps inferred from options prices (2018)

First Author: Taylor S

Attributed to: Bilateral Austria: Order Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1002/fut.21914

Publication URI: https://doi.org/10.1002/fut.21914

Type: Journal Article/Review

Parent Publication: Journal of Futures Markets

Issue: 10