Work

Is it important to consider the jump component for pricing and hedging short-term options?

Year: 2005

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20175

Authors: In Joon Kim, Sol Kim

Institutions: Korea Advanced Institute of Science and Technology, Samsung SDS (South Korea)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2073716063

FWCI: 1.137

Cites: 23

Cited by: 29

Related to: 10