Isolating the disaster risk premium with equity options

Academic Article

Authors

Status

Publication Date

  • March 2019

    • Has Subject Area

    Published In

    Keywords

  • Disasters
  • Equity risk premium
  • Jumps
  • Options

    • Digital Object Identifier (doi)

    Start Page

  • 138

    • End Page

  • 148

    • Volume

  • 51