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Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices

✍ Scribed by Bjørn Eraker

Book ID: 109176092
Publisher: John Wiley and Sons
Year: 2004
Tongue: English
Weight: 416 KB
Volume: 59
Category: Article
ISSN: 0022-1082
DOI: 10.1111/j.1540-6261.2004.00666.x

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