• 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
    48
  • From page
    3
  • To page
    50
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257522