Options order flow, volatility demand and variance risk premium
Prasenjit Chakrabarti, Kiran Kumar Kotha
| Year of publication: |
2017
|
|---|---|
| Authors: | Chakrabarti, Prasenjit ; Kotha, Kiran Kumar |
| Published in: |
Multinational finance journal. - [Erscheinungsort nicht ermittelbar] : Global Business Publications, ZDB-ID 2070460-4. - Vol. 21.2017, 2, p. 49-90
|
| Subject: | variance risk premium | volatility demand | model-free implied volatility | realized variance | options contract | Volatilität | Volatility | Optionsgeschäft | Option trading | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012547479