Harbourfront Quantitative Finance

Harbourfront Quantitative Finance

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Harbourfront Quantitative Finance
Harbourfront Quantitative Finance
Measuring Jump Risks in Short-Dated Option Volatility
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Measuring Jump Risks in Short-Dated Option…

Nam Nguyen Ph.D.
Jan 16
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Harbourfront Quantitative Finance
Harbourfront Quantitative Finance
Measuring Jump Risks in Short-Dated Option Volatility
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Unlike long-dated options, short-dated options incorporate not only diffusive volatility but also jump risks.

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