Delta-hedged gains of SSE 50 ETF options

Xiaoping Li, Chunyang Zhou and Wei Huang

Year of publication:	2022
Authors:	Li, Xiaoping ; Zhou, Chunyang ; Huang, Wei
Subject:	delta hedge gains \| SSE 50 ETF options \| stochastic volatility \| volatility risk premium \| Volatilität \| Volatility \| Indexderivat \| Index derivative \| Optionsgeschäft \| Option trading \| Hedging \| Risikoprämie \| Risk premium \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative

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doi.org

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/13504851.2021.1963654 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013412320