Wednesday, August 5, 2020

Volatility Jump

The topic on volatility is always interesting to me. Here is one article talking about volatility jumps. Good to include this in the research. You can also watch MIT OpenCourseWare on the topic of volatility. 


Local Volatility, Stochastic Volatility and Jump-Diffusion ModelsJump-Diffusion Model

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Oppenheimer and Oscar Economics

This  article  is quite long, but has important modern implications.  Source: Michael Ramirez, The Gazette.