@misc
{TN_libero_mab2,
author = {
Daviaud, Olivier
AND
Mukhopadhyay, Abhishek
},
title = {
Linking the Performance of Vanilla Options to the Volatility Premium
},
publisher = {SSRN},
keywords = {
Volatility risk premium
,
Option realized volatility
,
Expected option returns
},
year = {[2021]},
abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 10, 2021 erstellt},
address = {
[S.l.]
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}