Dark Matter in (Volatility and) Equity Option Risk Premiums (Q5060490)
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scientific article; zbMATH DE number 7640286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dark Matter in (Volatility and) Equity Option Risk Premiums |
scientific article; zbMATH DE number 7640286 |
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Dark Matter in (Volatility and) Equity Option Risk Premiums (English)
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10 January 2023
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unspanned equity volatility and jump risks
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unspanned risks in the pricing kernel
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dark matter
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option risk premiums
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