The Pricing of Jump Propagation: Evidence from Spot and Options Markets.

Published in: Manag. Sci. (2019)

Keyphrases

spot market
option pricing
black scholes model
financial markets
double exponential
pricing strategies
network effects
information goods
garch model
electronic commerce
market share
market conditions
stock price
empirical evidence
markov chain
wave propagation
expected profit
empirical data