Inference for option panels in pure-jump settings

Torben G. Andersen, Nicola Fusari, Viktor Todorov and Rasmus T. Varneskov

Year of publication:	2019
Authors:	Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor ; Varneskov, Rasmus Tangsgaard
Published in:	Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 5, p. 901-942
Subject:	Panel \| Panel study \| Induktive Statistik \| Statistical inference \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Stochastischer Prozess \| Stochastic process \| Monte-Carlo-Simulation \| Monte Carlo simulation

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