The Risk Premia Embedded in Index Options
Year of publication: |
2014-12-15
|
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Authors: | Andersen, Torben G. ; Fusari, Nicola ; Todorov, Viktor |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Option Pricing | Risk Premia | Jumps | Stochastic Volatility | Return Predictability | Risk Aversion | Extreme Events |
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