Modeling variance risk premium

Kossi Gnameho, Juho Kanniainen, Ye Yue

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Mathematical and statistical methods for actuarial sciences and finance
Editors	M. Corazza, F. Legros, C. Perna, M. Sibillo
Publisher	Springer
Pages	129-141
ISBN (Electronic)	978-3-319-50234-2
ISBN (Print)	978-3-319-50233-5
Publication status	Published - 2017
Publication type	A3 Book chapter

Publication forum classification

@inbook{55db33791ddb41c8916ccab41b99396d,

title = "Modeling variance risk premium",

author = "Kossi Gnameho and Juho Kanniainen and Ye Yue",

year = "2017",

language = "English",

isbn = "978-3-319-50233-5",

pages = "129--141",

editor = "{ Corazza}, M. and F. Legros and C. Perna and M. Sibillo",

booktitle = "Mathematical and statistical methods for actuarial sciences and finance",

publisher = "Springer",

}

TY - CHAP

T1 - Modeling variance risk premium

AU - Gnameho, Kossi

AU - Kanniainen, Juho

AU - Yue, Ye

PY - 2017

Y1 - 2017

UR - http://www.springer.com/gp/book/9783319502335

M3 - Chapter

SN - 978-3-319-50233-5

SP - 129

EP - 141

BT - Mathematical and statistical methods for actuarial sciences and finance

A2 - Corazza, M.

A2 - Legros, F.

A2 - Perna, C.

A2 - Sibillo, M.

PB - Springer

ER -