On the Negative Market Volatility Risk-Premium: Bridging the Gap Between Option Returns and the Pricing of Options

2007 ◽  
Author(s):  
Alfredo Ibanez
Keyword(s):  
Risk Premium ◽  
Market Volatility ◽  
Volatility Risk ◽  
Volatility Risk Premium ◽  
Option Returns

scholarly journals Learning and forecasts about option returns through the volatility risk premium

2017 ◽  
Vol 82 ◽  
pp. 312-330 ◽  
Author(s):  
Alejandro Bernales ◽  
Louisa Chen ◽  
Marcela Valenzuela
Keyword(s):  
Risk Premium ◽  
Volatility Risk ◽  
Volatility Risk Premium ◽  
Option Returns
Sign in / Sign up

Export Citation Format

Share Document