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"The Pricing of Jump Propagation: Evidence from Spot and Options Markets."

Du Du, Dan Luo (2019)

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DOI: 10.1287/MNSC.2017.2885

access: closed

type: Journal Article

metadata version: 2020-06-30

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Du Du, Dan Luo:
The Pricing of Jump Propagation: Evidence from Spot and Options Markets. Manag. Sci. 65(5): 2360-2387 (2019)

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