Archive ouverte UNIGE

Author / Editor

• Scaillet, Olivier (2)
• Bajgrowicz, Pierre Georges (1)
• Trevisan, Christopher (1)

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Full text version

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• American options (1)
• Bitcoin (1)
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• High-dimension (1)
• High-frequency (1)
• High-frequency data (1)
• Jump (1)
• Jumps (1)
• Liquidity (1)
• Multiple testing (1)