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N°15-36: The Price of the Smile and Variance Risk Premia, P. H. Gruber, C. Tebaldi, and F. Trojani, 2015.

N°15-36: The Price of the Smile and Variance Risk Premia, P. H. Gruber, C. Tebaldi, and F. Trojani, 2015.

AuthorF. Trojani, P. H. Gruber, C. Tebaldi
Date17 avr. 2015
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2648288

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