![](/img/cover-not-exists.png)
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing*
Alitab, Dario, Bormetti, Giacomo, Corsi, Fulvio, Majewski, Adam AJournal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbz001
Date:
February, 2019
File:
PDF, 950 KB
2019