Model specification and risk premia Evidence from futures options.

Model specification and risk premia Evidence from futures options.

Podrobná bibliografie
Vydáno v:Journal of Finance V. 62, 1-6 (2007).
Hlavní autor: Broadie, Mark
Médium: Článek
Jazyk:English
Témata:
Models.
Risk premiums.
Time series.
Volatility.
Securities prices.
Futures trading.