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Option pricing theory
Affine jump diffusion
4
Risikoprämie
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Risk premium
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South Korea
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Time-varying jump risk premia
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Yun, Jaeho
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Journal of banking & finance
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Journal of empirical finance
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The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
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Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
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