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Smiles & smirks: Volatility and leverage by jumps:
Ballotta, Laura
;
Rayée, Grégory
European Journal of Operational Research. 298 (2022) 3 - p. 1145-1161 , 2022
Link:
https://doi.org/10.1016/j.ejor.2021.08.023
RT Journal T1 <Title>Smiles & smirks: Volatility and leverage by jumps</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.ejor.2021.08.023&Exemplar=1&LAN=DE A1 Ballotta, Laura A1 Rayée, Grégory PB Elsevier BV YR 2022 SN 0377-2217 JF European Journal of Operational Research VO 298 IS 3 SP 1145 OP 1161 LK http://dx.doi.org/https://doi.org/10.1016/j.ejor.2021.08.023 DO https://doi.org/10.1016/j.ejor.2021.08.023 SF ELIB - SuUB Bremen
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