University of Muenster - Finance Center Muenster
in Total Papers Downloads
Consistent pricing of VIX derivatives, Log-VIX model, volatility derivatives, VIX
long-run risks, variance premium, volatility derivatives
Ambiguity aversion, asset pricing, long-run risks
pricing kernel, risk-neutral distribution, VIX options
ambiguity aversion, asset pricing, cross-section of returns
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