Bond Variance Risk Premiums* (Q4555670)

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scientific article; zbMATH DE number 6981950
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Bond Variance Risk Premiums*
scientific article; zbMATH DE number 6981950

    Statements

    title
    Bond Variance Risk Premiums* (English)
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    author
    Hoyong Choi
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    Philippe Mueller
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    Andrea Vedolin
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    publication date
    20 November 2018
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    zbMATH Keywords
    variance risk premium
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    treasury implied volatility
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    treasury variance swap
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    Identifiers

    zbMATH DE Number
    6981950
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    OpenAlex ID
    W3124467391
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    DOI
    10.1093/ROF/RFW072
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