CBOE VIX and Jump-GARCH option pricing models
Authors:
- Eun Gyu YooEYEun Gyu Yoo
- Sun-Joong YoonSYSun-Joong Yoon
- 1 September 2020
- journal article
- research article
- Published by Elsevier in International Review of Economics & Finance
- Vol. 69, 839-859
Abstract
No abstract availableKeywords
Funding Information
- National Research Foundation of Korea (NRF-2020S1A5A2A01040810)
- Ministry of Education
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