Modeling Variance Risk Premium (Q4609756): Difference between revisions

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Latest revision as of 08:21, 15 July 2024

scientific article; zbMATH DE number 6852681
Language Label Description Also known as
English
Modeling Variance Risk Premium
scientific article; zbMATH DE number 6852681

    Statements

    title
    Modeling Variance Risk Premium (English)
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    author
    Kossi Gnameho
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    Juho Kanniainen
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    Ye Yue
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    publication date
    26 March 2018
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    zbMATH Keywords
    variance risk premium
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62H20
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    91G20
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    zbMATH DE Number
    6852681
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    OpenAlex ID
    W2776642971
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