Model specification and risk premia Evidence from futures options.

Model specification and risk premia Evidence from futures options.

Xehetasun bibliografikoak
Argitaratua izan da:Journal of Finance V. 62, 1-6 (2007).
Egile nagusia: Broadie, Mark
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Models.
Risk premiums.
Time series.
Volatility.
Securities prices.
Futures trading.