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Variance premium and implied volatility in a low-liquidity option market
Astorino, Eduardo
;
Chague, Fernando
;
Giovannetti, Bruno
; …
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2015
Persistent link: https://www.econbiz.de/10011495543
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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
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