Items where Author is "Widdicks, Martin"

Journal Article

Taylor, Stephen John and Tzeng, Joseph and Widdicks, Martin (2018) Information about price and volatility jumps inferred from options prices. Journal of Futures Markets, 38 (10). pp. 1206-1226. ISSN 0270-7314

Taylor, Stephen J. and Tzeng, Chi-Feng and Widdicks, Martin (2014) Bankruptcy probabilities inferred from option prices. Journal of Derivatives, 22 (2). pp. 8-31. ISSN 1074-1240