A tale of two option markets: pricing kernels and volatility risk (Q894646): Difference between revisions
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Revision as of 01:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tale of two option markets: pricing kernels and volatility risk |
scientific article |
Statements
A tale of two option markets: pricing kernels and volatility risk (English)
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2 December 2015
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multi-factor volatility model
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pricing kernel
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variance swaps
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VIX options
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