Variance trading and market price of variance risk (Q469575): Difference between revisions
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| Property / DOI: 10.1016/J.JECONOM.2014.02.001 / rank | |||
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Latest revision as of 18:27, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance trading and market price of variance risk |
scientific article |
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Variance trading and market price of variance risk (English)
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11 November 2014
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variance risk
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option valuation
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risk-neutral density
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stochastic volatility
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