The Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities
Riccardo Rebonato
The Journal of Derivatives Summer 2017, 24 (4) 21-51; DOI: https://doi.org/10.3905/jod.2017.24.4.021
Riccardo Rebonato
is a professor of finance at EDHEC Business School and a member of EDHEC Risk Institute in Nice, France
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The Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities
Riccardo Rebonato
The Journal of Derivatives May 2017, 24 (4) 21-51; DOI: 10.3905/jod.2017.24.4.021