Short-maturity options and jump memory Journal Article


Authors: Arnold, T.; Hilliard, J.E.; Schwartz, A.
Article Title: Short-maturity options and jump memory
Journal Title: Journal of Financial Research
Volume: 30
Issue: 3
ISSN: 1475-6803
Publisher: Wiley (Yellow)  
Date Published: 2007
Start Page: 437
End Page: 454
DOI/URL:
SHERPA: Yellow
W&L Authors