Asymptotic Expansions for High-Frequency Option Data
A new method for analyzing financial data helps test for sudden volatility changes, with evidence from SP500 options indicating significant variation.
Featured in No. 123 on 19 Dec 2025 · · 2 citations today
- Released
- 9 May 2023
- First featured
- No. 123 · 19 Dec 2025
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 139
- Identifier
- SSRN 4440168
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