• Media type: E-Article
  • Title: Variance Premium and Implied Volatility in a Low-Liquidity Option Market
  • Contributor: Astorino, Eduardo; Chague, Fernando; Giovannetti, Bruno Cara; Silva, Marcos Eugênio da
  • Published: GN1 Sistemas e Publicacoes Ltd., 2017
  • Published in: Revista Brasileira de Economia, 71 (2017) 1
  • Language: English
  • DOI: 10.5935/0034-7140.20170001
  • ISSN: 0034-7140
  • Origination:
  • Footnote:
  • Access State: Open Access