Inferring jump dynamics from weekly options: A non-parametric method

Junyu Zhang, Xinfeng Ruan^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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@article{1bfe7514332b4078af83b7db449533a2,

title = "Inferring jump dynamics from weekly options: A non-parametric method",

author = "Junyu Zhang and Xinfeng Ruan",

year = "2025",

month = apr,

doi = "10.1016/j.frl.2025.106965",

language = "English",

volume = "76",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier",

}