Browsing Economics and Finance by Author "Neumann, M"
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Jumps in Option Prices and Their Determinants: Real-Time Evidence from the E-Mini S&P 500 Option Market
Kapetanios, G; Neumann, M; Skiadopoulos, GS -
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
Kapetanios, G; Konstantinidi, E; Neumann, M; Skiadopoulos, G (2019)