Browse "MT-Journal Papers(저널논문)" by Subject ASSET PRICES

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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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