Explaining S{\&}P500 option returns: an implied risk-adjusted approach (Q2045631)
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scientific article; zbMATH DE number 7381780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explaining S{\&}P500 option returns: an implied risk-adjusted approach |
scientific article; zbMATH DE number 7381780 |
Statements
Explaining S{\&}P500 option returns: an implied risk-adjusted approach (English)
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13 August 2021
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option mispricing puzzle
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expected option return
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U-shaped pricing kernel
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