GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium
| Year of publication: |
2013
|
|---|---|
| Authors: | Hao, Jinji ; Zhang, Jin E. |
| Published in: |
Journal of financial econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 21605816. - Vol. 11.2013, 3 (14.6.), p. 556-555
|