Variance trading and market price of variance risk
type: Item
instance of: scholarly article
title: Variance trading and market price of variance risk
zbMATH Open document ID: 1298.91156
author: Oleg Bondarenko
published in: Journal of Econometrics
publication date: 2014-11-11T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6368012
zbMATH Keywords: variance risk
zbMATH Keywords: option valuation
zbMATH Keywords: risk-neutral density
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
full work available at URL: j.jeconom.2014.02.001
OpenAlex ID: W3121966384
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DOI: 10.1016/J.JECONOM.2014.02.001
description: scientific article; zbMATH DE number 6368012