The role of the variance premium in Jump-GARCH option...

Journal of Banking & Finance 2015 / 10 Vol. 59

The role of the variance premium in Jump-GARCH option pricing models

Byun, Suk Joon, Jeon, Byoung Hyun, Min, Byungsun, Yoon, Sun-Joong
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
59
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2015.05.009
Date:
October, 2015
File:
PDF, 957 KB
english, 2015
Conversion to is in progress
Conversion to is failed