Items where Author is "Alitab, D."
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Article
Alitab, D., Bormetti, G., Corsi, F. & Majewski, A. A. (2019). A realized volatility approach to option pricing with continuous and jump variance components. Decisions in Economics and Finance, 42(2), pp. 639-664. doi: 10.1007/s10203-019-00241-2
Alitab, D., Bormetti, G., Corsi, F. 
ORCID: 0000-0003-2683-4479 & Majewski, A. A. (2019).
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing.
Journal of Financial Econometrics, 18(1),
pp. 121-157.
doi: 10.1093/jjfinec/nbz001