Variance trading and market price of variance risk
Year of publication: |
2014
|
---|---|
Authors: | Bondarenko, Oleg |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 180.2014, 1, p. 81-97
|
Publisher: |
Elsevier |
Subject: | Variance risk | Option valuation | Risk-neutral density | Stochastic volatility |
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