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The jump-risk premia implicit in options: evidence from an integrated time-series study

Empirical FinanceEconomicsOption PricingFinancial EconomicsAsset PricingBehavioral Decision MakingFinancial Risk ManagementJump-risk Premia ImplicitRisk ManagementTime-series StudyBusinessManagementIntertemporal Portfolio ChoiceDecision ScienceFinanceFinancial Mathematics