Open AccessThe influence of jumping risk and volatility risk on TAIEX option return
Author(s) -
Wei-Long Lee,
Ching-Tang Hsieh,
Jui-Chan Huang,
TzuJung Wu
Publication year - 2017
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4981953
Subject(s) - volatility (finance) , jump , index (typography) , economics , financial economics , actuarial science , financial market , econometrics , business , finance , computer science , physics , quantum mechanics , world wide web
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