ScholarWorks@Dongguk University

Journal of Banking and Finance

Journal Title

  • Journal of Banking and Finance

ISSN

  • P 0378-4266

Publisher

  • Elsevier BV

Listed on(Coverage)

JCR 1997-2023
SJR 1999-2020;2022-2023
CiteScore 2011-2023
CC 2016-2024
SSCI 2010-2024
SCOPUS 2017-2024

Active

  • Active

    based on the information

    • SCOPUS:2024-10

Country

  • NETHERLANDS

Article List

1 - 1 out of 1 results.

SSCISCOPUS
The role of the variance premium in Jump-GARCH option pricing models

Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong

ArticleIssue Date2015CitationJOURNAL OF BANKING & FINANCE, v.59, pp 38 - 56PublisherELSEVIER SCIENCE BV
1
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