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Unawareness premia
Condie, Scott; Stentoft, Lars; Vierø, Marie-Louise - 2023
Persistent link: https://www.econbiz.de/10014431525
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Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.; Stentoft, Lars - In: Journal of banking & finance 35 (2011) 9, pp. 2267-2281
Persistent link: https://www.econbiz.de/10009247226
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Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10003963064
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Variance swap payoffs, risk premia and extreme market conditions
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - 2017
Persistent link: https://www.econbiz.de/10011706023
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Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - 2017
Persistent link: https://www.econbiz.de/10011624137
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Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - In: Journal of econometrics 217 (2020) 2, pp. 312-334
Persistent link: https://www.econbiz.de/10012482765