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"Smiles & smirks: Volatility and leverage by jumps."

Laura Ballotta, Grégory Rayée (2022)

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DOI: 10.1016/J.EJOR.2021.08.023

access: closed

type: Journal Article

metadata version: 2022-02-08

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Laura Ballotta, Grégory Rayée:
Smiles & smirks: Volatility and leverage by jumps. Eur. J. Oper. Res. 298(3): 1145-1161 (2022)

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