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Nunes, J., Ruas, J. & Dias, J. C. (2025). Unpuzzling Volatility Risk Premiums through the Joint SPX/VIX Smile Calibration. Workshop on Financial Risk with Big Data.
J. P. Nunes et al., "Unpuzzling Volatility Risk Premiums through the Joint SPX/VIX Smile Calibration", in Workshop on Financial Risk with Big Data, Coimbra, 2025
@misc{nunes2025_1769472470062,
author = "Nunes, J. and Ruas, J. and Dias, J. C.",
title = "Unpuzzling Volatility Risk Premiums through the Joint SPX/VIX Smile Calibration",
year = "2025",
url = "https://ucpages.uc.pt/feuc/frbigdata/"
}
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