A tale of two option markets: pricing kernels and volatility risk (Q894646)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A tale of two option markets: pricing kernels and volatility risk |
scientific article; zbMATH DE number 6515274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tale of two option markets: pricing kernels and volatility risk |
scientific article; zbMATH DE number 6515274 |
Statements
A tale of two option markets: pricing kernels and volatility risk (English)
0 references
2 December 2015
0 references
multi-factor volatility model
0 references
pricing kernel
0 references
variance swaps
0 references
VIX options
0 references
0 references
0 references
0 references
0 references
