Risk premia in option markets (Q300692)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk premia in option markets |
scientific article |
Statements
Risk premia in option markets (English)
0 references
28 June 2016
0 references
variance gamma
0 references
self decomposable law
0 references
vector auto regression
0 references
long horizon returns
0 references
