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CBOE VIX and Jump-GARCH option pricing models Yoo, Eun Gyu; Yoon, Sun-Joong, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.69, pp.839 - 859, 2020-09 |
The role of the variance premium in Jump-GARCH option pricing models Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10 |
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