Pages that link to "Item:Q5397415"
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The following pages link to Risk premiums in a simple market model for implied volatility (Q5397415):
Displaying 6 items.
- Risk premia in option markets (Q300692) (← links)
- Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (Q737279) (← links)
- Implied Volatility of interest rate options: an empirical investigation of the market model (Q1417031) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Market implied volatilities for defaultable bonds (Q2327695) (← links)