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 APA Style APA-ALL Style AAA 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). A Simple HAR Option Pricing Framework. In Econometrie.http://hdl.handle.net/2105/73743

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