Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Year of publication: |
[2004]
|
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Authors: | Branger, Nicole |
Other Persons: | Schlag, Christian (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 15, 2004 erstellt |
Other identifiers: | 10.2139/ssrn.493462 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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