Model specification and risk premia Evidence from futures options.

Model specification and risk premia Evidence from futures options.

Dades bibliogràfiques
Publicat a:Journal of Finance V. 62, 1-6 (2007).
Autor principal: Broadie, Mark
Format: Article
Idioma:English
Matèries:
Models.
Risk premiums.
Time series.
Volatility.
Securities prices.
Futures trading.