Document Type
Thesis or dissertation
Date of this Version
2022
Advisor
Domenico Cuoco
Keywords
volatility, options, stochastic volatility, jump diffusion, COVID-19
Recommended Citation
Zambrano, J. L. (2022). "The Fair Price of Volatility During Financial Distress: A Look at the COVID-19 Pandemic and the Effect on the Volatility Paradigm," Joseph Wharton Scholars. Available at https://repository.upenn.edu/joseph_wharton_scholars/124
Date Posted:20 July 2022