Intraday Jumps and Options
The study investigates the effect of intraday jumps on ultra-short-term options pricing and hedging strategies, revealing significant jump risk premia.
Featured in No. 94 on 23 Apr 2025 ·
- Released
- 13 Jan 2025
- First featured
- No. 94 · 23 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5223127
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