Dark Matter in (Volatility and) Equity Option Risk Premiums (Q5060490)
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scientific article; zbMATH DE number 7640286
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| English | Dark Matter in (Volatility and) Equity Option Risk Premiums |
scientific article; zbMATH DE number 7640286 |
Statements
Dark Matter in (Volatility and) Equity Option Risk Premiums (English)
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10 January 2023
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unspanned equity volatility and jump risks
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unspanned risks in the pricing kernel
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dark matter
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option risk premiums
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0.7484248876571655
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0.7407508492469788
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0.7170965671539307
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0.7033287286758423
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0.6989689469337463
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