Delta-hedged gains of SSE 50 ETF options
Xiaoping Li, Chunyang Zhou and Wei Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Xiaoping ; Zhou, Chunyang ; Huang, Wei |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 20, p. 1864-1867
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| 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 |
Online Resource
| 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