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1-5 of 5 results for jump premium

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Select article: Predictability of time-varying jump premiums: Evidence based on calibration

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Research article

First published 2014-8

Predictability of time-varying jump premiums: Evidence based on calibration

Kent Wang, Yuqiang Guo

Australian Journal of Management

Select article: Conditional equity risk premia and realized variance jump risk

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First published 2015-5

Conditional equity risk premia and realized variance jump risk

Zhanglong Wang, Kent Wang, Zheyao Pan

Australian Journal of Management

Select article: An Option Pricing Approach for Evaluating the Agency Problem of Jump Risk between Airlines and Travel Agents

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First published 2006-9

An Option Pricing Approach for Evaluating the Agency Problem of Jump Risk between Airlines and Travel Agents

Leo Huang, Chung-Gee Lin

Tourism Economics

Select article: Modelling Electricity Swaps with Stochastic Forward Premium Models

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First published 2018-03

Modelling Electricity Swaps with Stochastic Forward Premium Models

Iván Blanco, Juan Ignacio Peña, Rosa Rodríguez

The Energy Journal

Select article: The Battle over Workers' Compensation

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First published 2000-11

The Battle over Workers' Compensation

James N. Ellenberger

NEW SOLUTIONS: A Journal of Environmental and Occupational Health Policy

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