The market price of volatility risk and the dynamics of market and actuarial implied volatilities
Riccardo Rebonato
| Year of publication: |
2016
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687425