A Theory of Volatility Spreads (Q3116022)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Theory of Volatility Spreads |
scientific article |
Statements
A Theory of Volatility Spreads (English)
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21 February 2012
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risk aversion
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physical return
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moments pricing
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risk-neutral moments
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