Variance premium and implied volatility in a low-liquidity option market

Eduardo Astorino, Fernando Chague, Bruno Giovannetti, Marcos Eugênio da Silva

Year of publication:	2015
Authors:	Astorino, Eduardo ; Chague, Fernando ; Giovannetti, Bruno ; Silva, Marcos Eugênio da
Publisher:	São Paulo : FEA/USP
Subject:	Volatilität \| Volatility \| Optionsgeschäft \| Option trading \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative

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