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Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
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The performance of model based option trading strategies
Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
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The impact of jumps in volatility and returns
Eraker, Bjørn; Johannes, Michael; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 1269-1300
Persistent link: https://www.econbiz.de/10001762606