2024-03-28T18:46:18Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6876529
2018-05-30T14:38:43Z
91
McGee, Richard J.; McGroarty, Frank
2017
6876529
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06876529
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Eur. J. Oper. Res. 262, No. 1, 370-380 (2017).
91G80; 91G10
The risk premium that never was: a fair value explanation of the volatility spread
j