A Simple HAR Option Pricing Framework

Additional Metadata
Keywords	High-frequency data; Realized volatility; Option pricing; Monte Carlo
Thesis Advisor	Vallarino, P
Persistent URL	hdl.handle.net/2105/73743
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Keer, C. (2024, September 18). A Simple HAR Option Pricing Framework. Econometrie. Retrieved from http://hdl.handle.net/2105/73743

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