Volatility Risk Premiums Embedded in Individual Equity...

Volatility Risk Premiums Embedded in Individual Equity Options

Bakshi, Gurdip, Kapadia, Nikunj
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Volume:
11
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2003.319210
Date:
January, 2003
File:
PDF, 187 KB
english, 2003
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