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"The Price of the Smile and Variance Risk Premia."

Peter H. Gruber, Claudio Tebaldi, Fabio Trojani (2021)

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DOI: 10.1287/MNSC.2020.3689

access: closed

type: Journal Article

metadata version: 2021-09-01

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  dblp key:
  - journals/mansci/GruberTT21
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  - https://dblp.org/rec/journals/mansci/GruberTT21
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani:
The Price of the Smile and Variance Risk Premia. Manag. Sci. 67(7): 4056-4074 (2021)

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