- Title
- Variance premium, U-shaped Pricing Kernel and Option Valuation
- Creators - without role
- Hung-Wen Cheng子晧 蔡Yi-Ding Lei
- Publication Details
- 3rd World Risk and Insurance Economics Congress
- Identifiers
- 9957767283306774
- Academic Unit
- Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
- Language
- English
- Resource Type
- Conference paper
Conference paper
Variance premium, U-shaped Pricing Kernel and Option Valuation
3rd World Risk and Insurance Economics Congress
08/2015
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