A theory of volatility spreads (Q3116022)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6008294
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A theory of volatility spreads |
scientific article; zbMATH DE number 6008294 |
Statements
A Theory of Volatility Spreads (English)
0 references
21 February 2012
0 references
risk aversion
0 references
physical return
0 references
moments pricing
0 references
risk-neutral moments
0 references
0.7828999161720276
0 references
0.753232479095459
0 references
0.720588743686676
0 references
0.7141578197479248
0 references
