Model specification and risk premia Evidence from futures options.

Model specification and risk premia Evidence from futures options.

Opis bibliograficzny
Wydane w:Journal of Finance V. 62, 1-6 (2007).
1. autor: Broadie, Mark
Format: Artykuł
Język:English
Hasła przedmiotowe:
Models.
Risk premiums.
Time series.
Volatility.
Securities prices.
Futures trading.