The cross-section of average delta-hedge option returns under stochastic volatility
Year of publication: |
2008
|
---|---|
Authors: | Ibáñez, Alfredo |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 11.2008, 3, p. 205-244
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Risikoprämie | Risk premium | Hedging |
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