Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Year of publication: |
[2002]
|
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Authors: | Kapadia, Nikunj |
Other Persons: | Bakshi, Gurdip (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Review of Financial Studies, Forthcoming Volltext nicht verfügbar |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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