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Option pricing theory
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Portfolio selection
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variance premium
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mean-variance premium principle
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belief distortion
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Journal of banking & finance
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International review of economics & finance : IREF
1
Revista brasileira de economia : RBE ; publicação de Fundação Getúlio Vargas
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Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
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Growth uncertainty, rational learning, and option prices
Babiak, Mykola
;
Kozhan, Roman
-
2021
Persistent link: https://www.econbiz.de/10012542894
Saved in:
2
Variance
premium
and implied volatility in a low-liquidity option market
Astorino, Eduardo Sanchez
;
Chague, Fernando
; …
- In:
Revista brasileira de economia : RBE ; publicação de …
71
(
2017
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10011898770
Saved in:
3
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
Saved in:
4
The information content of forward moments
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
106
(
2019
),
pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
Saved in:
5
The role of the
variance
premium
in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
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