Search Results for 'Michaeljohannes'

Michaeljohannes published presentations and documents on DocSlides.

TheImpactofJumpsinVolatilityandReturnsBJ
RNERAKER,MICHAELJOHANNES,andN

by jane-oiler

creasegraduallyviaasequenceofsmallnormallydistribu...

AnEquilibriumModelofRare-EventPremiaandItsImplicationforOptionSmirksJu

by calandra-battersby

WethankTorbenAndersen,DavidBates,JohnCox,LarryEpst...