Variance Risk Premium In Light Of VIX Soaring 31 Percent
Market participants rushed to purchase protection, with VIX soaring to above 18 from below 13 a few days ago. What
Read MoreFinancial Services for Modern Times
Market participants rushed to purchase protection, with VIX soaring to above 18 from below 13 a few days ago. What
Read MoreAuthor(s): Jens Jackwerth, Grigory Vilkov Date: September 23, 2013 Abstract: Using non-parametric methods to model the dependencies between risk-neutral distributions of the market index
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