The Impact of Jump Dynamics on the Predictive Power of Option -Implied Densities

王耀輝2010-11-112018-07-092010-11-112018-07-092009http://ntur.lib.ntu.edu.tw//handle/246246/220022en-USThe Impact of Jump Dynamics on the Predictive Power of Option -Implied Densitiesjournal article10.2139/ssrn.965637http://ntur.lib.ntu.edu.tw/bitstream/246246/220022/-1/09.pdf