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The paper proposes a cognitive structure consistent with principles of encoding and a rule for its utilization in verbal recall. The encoding and utilization rules lead to phenomena similar to known serial position effects. A detailed analysis of overt rehearsal data and other experimental results are presented in support of the claim that encoding and(More)
This thesis uses synthetically created variance swaps on VIX futures to quantify the variance risk premium in VIX options. The results of this methodology suggest that the average premium is-3.26%, meaning that the realized variance on VIX futures is on average less than the variance implied by the swap rate. This premium does not vary with time or the(More)
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