Variance Premiums for the Long Term and Short Term

Yoontae Jeon; Redouane Elkamhi; Chu Zhang

Variance Premiums for the Long Term and Short Term

Yoontae Jeon
, Redouane Elkamhi
, Chu Zhang^*

^*Corresponding author for this work

The Hong Kong University of Science and Technology

Research output: Contribution to conference › Conference Paper › peer-review

Original language	English
Publication status	Published - Jan 2017
Event	The Third Annual Volatility Institute Conference at NYU Shanghai, Derivatives and Volatility - Duration: 1 Jan 2017 → 1 Jan 2017

Conference

Conference	The Third Annual Volatility Institute Conference at NYU Shanghai, Derivatives and Volatility
Period	1/01/17 → 1/01/17

Access to Document

https://hdl.handle.net/1783.1/92664

Cite this

@conference{584c967b7fc743379494d4fde5678ba3,

title = "Variance Premiums for the Long Term and Short Term",

author = "Yoontae Jeon and Redouane Elkamhi and Chu Zhang",

year = "2017",

month = jan,

language = "English",

note = "The Third Annual Volatility Institute Conference at NYU Shanghai, Derivatives and Volatility ; Conference date: 01-01-2017 Through 01-01-2017",

}