@article{article547b11db,
title   = {Variance premium and implied volatility in a low-liquidity option market},
author = {Astorino, Eduardo Sanchez and Chague, Fernando and Giovannetti, Bruno Cara and Silva, Marcos Eugênio da},
year = {2017},
doi = {10.5935/0034-7140.20170001},
journal   = {Revista Brasileira de Economia}
}