## Abstract The negative volatility risk premium is understood as a result for a hedging demand against market declines. Although this negative volatility risk premium is observed in most index options markets, there are some doubts about its presence in the KOSPI 200 index options market. The majo
β¦ LIBER β¦
Is the market price of risk infinite?
β Scribed by Timothy Cogley
- Book ID
- 116422136
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 230 KB
- Volume
- 102
- Category
- Article
- ISSN
- 0165-1765
No coin nor oath required. For personal study only.
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