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

Jun Pan

Year of publication:	2002
Authors:	Pan, Jun
Published in:	Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 63.2002, 1, p. 3-50
Subject:	Optionspreistheorie \| Option pricing theory \| Risikoprämie \| Risk premium \| Volatilität \| Volatility \| Theorie \| Theory \| Index-Futures \| Index futures \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis \| USA \| United States

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