Lévy jump risk: Evidence from options and returns

By C. Ornthanalai. 2014

133 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/54be09fe0f3828b6f3524bdd02c4a75665d5add5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Yoontae Jeon
2. Peter F. Christoffersen
3. Bruno Feunou
4. Esther Ruiz
5. M. Nieto
6. Jeremy Berkowitz

Citations in the corpus

• Option Valuation with Observable Volatility and Jump Dynamics (2015, background): “4See, for example, Maheu and McCurdy (2004), Christo¤ersen, Jacobs, and Ornthanalai (2012), and Ornthanalai (2014).”