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Risk premium
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ECONIS (ZBW)
205
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1
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
2
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
3
Computing the market price of volatility risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
4
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-661
Persistent link: https://www.econbiz.de/10003820565
Saved in:
5
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
6
Model specification and risk premia : evidence from futures options
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
Saved in:
7
When does extra risk strictly increase an option's value?
Rasmusen, Eric
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10003621199
Saved in:
8
Risk premium effects on implied volatility regressions
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
The journal of financial research
33
(
2010
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003987976
Saved in:
9
Essays in financial economics
Graveline, Jeremy J.
-
2006
Persistent link: https://www.econbiz.de/10003965315
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10
Learning, confidence and option prices
Shaliastovich, Ivan
-
2009
-
Current version: October 2009
Persistent link: https://www.econbiz.de/10009355444
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