"The Impact of Jump Distributions on the Implied Volatility of Variance."

Elisa Nicolato, Camilla Pisani, David Sloth (2017)

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DOI: 10.1137/16M1059072

access: closed

type: Journal Article

metadata version: 2018-03-13

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Elisa Nicolato, Camilla Pisani, David Sloth:
The Impact of Jump Distributions on the Implied Volatility of Variance. SIAM J. Financial Math. 8(1): 28-53 (2017)

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