Jump Risk Premia Implicit in DAX Options - A Note on Implied State-GMM Estimation of Stochastic Volatility Jump Diffusion Models

Guse, FrankFrankGuseMuck, MatthiasMatthiasMuck0000-0003-2364-98332019-09-192014-09-242007https://fis.uni-bamberg.de/handle/uniba/16338deuJump Risk Premia Implicit in DAX Options - A Note on Implied State-GMM Estimation of Stochastic Volatility Jump Diffusion Modelsconferenceobject