Disentangling volatility from jumps
By: Yacine Aït-Sahalia.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 9915.; Working paper series (National Bureau of Economic Research) -- working paper no. 9915.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 43
Subjects: Options (Finance) -- Mathematical models; Investments; Risk management
Notes: "August 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).