Risk-free rates and variance futures prices
Leonidas S. Rompolis
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Rompolis, Leonidas S. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 10, p. 943-967
|
| Subject: | Futures | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21767 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568814