The market price of volatility risk and the dynamics of market and actuarial implied volatilities
Year of publication: |
2016
|
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Authors: | Rebonato, Riccardo |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2017, 4, p. 21-51
|
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Börsenkurs | Share price | Optionsgeschäft | Option trading | Marktmechanismus | Market mechanism |
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