The risk premia embedded in index options

Torben G. Andersen, Nicola Fusari and Viktor Todorov

Year of publication:	2018
Authors:	Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Risikoprämie \| Risk premium \| Index-Futures \| Index futures \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| CAPM \| Kapitaleinkommen \| Capital income

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