Talk
Unpuzzling Volatility Risk Premiums through the Joint SPX/VIX Smile Calibration
João Nunes (Nunes, J.); João Ruas (Ruas, J.); José Carlos Dias (Dias, J. C.);
Event Title
Workshop on Financial Risk with Big Data
Year (definitive publication)
2025
Language
English
Country
Portugal
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(Last checked: 2026-01-22 18:03)

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Abstract
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Publication Identifiers
ci-pub-114339
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Coimbra
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International
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