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Merton (1976) Implied Jump

  • Junhong Yu
  • , Xinfeng Ruan*
  • , Zheqi Fan
  • *Corresponding author for this work
  • Hong Kong University of Science and Technology
  • The Hong Kong University of Science and Technology (Guangzhou)
  • Xi’an Jiaotong-Liverpool University

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number105199
JournalJournal of Economic Dynamics and Control
Volume180
Publication statusPublished - Nov 2025

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