A Jump and Smile Ride: Jump and Variance Risk Premia in...

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A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing*

Alitab, Dario, Bormetti, Giacomo, Corsi, Fulvio, Majewski, Adam A
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Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbz001
Date:
February, 2019
File:
PDF, 950 KB
2019
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