7

RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS

Year:
2010
Language:
english
File:
PDF, 692 KB
english, 2010
14

Risk-Free Rates and Variance Futures Prices

Year:
2015
Language:
english
File:
PDF, 1.04 MB
english, 2015
15

Retrieving Risk Neutral Moments from Option Prices

Year:
2009
Language:
english
File:
PDF, 1.69 MB
english, 2009
17

Risk-Free Rates and Variance Futures Prices

Year:
2012
Language:
english
File:
PDF, 695 KB
english, 2012