JUMP AND VOLATILITY RISK AND RISK PREMIA: A NEW MODEL AND LESSONS FROM S&P 500 OPTIONS
Year of publication: |
2004
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Authors: | Santa-Clara, Pedro ; Yan, Shu |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2004, 10912
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