Santa-Clara, P., & Yan, S. (2004). Jump and volatility risk and risk premia: A new model and lessons from S&P 500 options. National Bureau of Economic Research.
Chicago-Zitierstil (17. Ausg.)Santa-Clara, Pedro, und Shu Yan. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. Cambridge, Mass: National Bureau of Economic Research, 2004.
MLA-Zitierstil (9. Ausg.)Santa-Clara, Pedro, und Shu Yan. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. National Bureau of Economic Research, 2004.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.