The use of option prices to assess the skewness risk premium
Year of publication: |
2020
|
---|---|
Authors: | Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 55, p. 6057-6074
|
Subject: | Physical skewness | risk-neutral skewness | trading strategies | skewness risk premium | Risikoprämie | Risk premium | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Risiko | Risk | Optionsgeschäft | Option trading |
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