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Items where Author is "Alitab, D."

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Alitab, D., Bormetti, G., Corsi, F. and Majewski, A. A. (2019). A realized volatility approach to option pricing with continuous and jump variance components. Decisions in Economics and Finance, doi: 10.1007/s10203-019-00241-2

Alitab, D., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 and Majewski, A. A. (2019). A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbz001

This list was generated on Fri Dec 6 05:08:34 2019 UTC.