مرکز منطقه ای اطلاع رساني علوم و فناوري - The jump-risk premia implicit in options: evidence from an integrated time-series study

Title of article :

The jump-risk premia implicit in options: evidence from an integrated time-series study

Author/Authors :

Jun Pan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

To page :

Keywords :

Option Pricing , Stochastic Volatility , Jump-risk premium , Volatility ‘‘smiles’’ and ‘‘smirks’’ , Implied-state generalized method ofmoments

Journal title :

Journal of Financial Economics

Serial Year :

2002

Journal title :

Journal of Financial Economics

Record number :

257522

Link To Document :