The following pages link to Modeling Variance Risk Premium (Q4609756):
Displaying 4 items.
- Learning and forecasts about option returns through the volatility risk premium (Q1655714) (← links)
- A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
- Modeling the variance risk premium of equity indices: the role of dependence and contagion (Q2813080) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)