Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (Q4554096)
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scientific article; zbMATH DE number 6974808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty |
scientific article; zbMATH DE number 6974808 |
Statements
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (English)
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7 November 2018
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asset-pricing models
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term structure
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option prices
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risk factors
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equity premium
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variance premium
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0.9257366
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0.89980686
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0.8830946
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0.87492394
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0.87460667
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