The Price of the Smile and Variance Risk Premia

• Peter H. Gruber

  Peter H. Gruber

  [email protected]

  https://orcid.org/0000-0003-1907-9700

  Istituto di finanza, Università della Svizzera Italiana, 6900 Lugano, Switzerland;

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  ,
• Claudio Tebaldi

  Claudio Tebaldi

  [email protected]

  https://orcid.org/0000-0001-9919-1713

  Department of Finance, Università L. Bocconi, 20132 Milano, Italy;IGIER;Baffi-Carefin;LTI@UniTO, Università di Torino;

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• Fabio Trojani

  Corresponding Author

  Fabio Trojani

  [email protected]

  https://orcid.org/0000-0001-8305-3631

  University of Geneva, 1211 Geneva 4, Switzerland;Swiss Finance Institute

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