Delta-hedged gains and risk-neutral moments
Year of publication: |
2016
|
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Authors: | Kim, Dahea ; Kim, Sol |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2016, 2, p. 31-59
|
Subject: | delta-hedged gains | skewness | kurtosis | Standard and Poor’s (S&P) index options | risk-neutral moments | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading |
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