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"A general framework for discretely sampled realized variance derivatives ..."

Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen (2017)

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DOI: 10.1016/J.EJOR.2017.04.007

access: closed

type: Journal Article

metadata version: 2023-09-28

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Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen:
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. Eur. J. Oper. Res. 262(1): 381-400 (2017)

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