The Implied-Realized Volatility Relation With Jumps in Underlying Asset Prices

Activity: Talk or presentation typesLecture and oral contribution

See relations at Aarhus University

Bent Jesper Christensen - Lecturer

  • School of Economics and Management
28 Oct 2005

Event (Conference)

TitleThe Implied-Realized Volatility Relation With Jumps in Underlying Asset Prices
Date28/10/200528/10/2005
CityBergen
CountryNorway

ID: 634012