Risk premia in option markets (Q300692)
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scientific article; zbMATH DE number 6599189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk premia in option markets |
scientific article; zbMATH DE number 6599189 |
Statements
Risk premia in option markets (English)
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28 June 2016
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variance gamma
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self decomposable law
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vector auto regression
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long horizon returns
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