Volatility-of-volatility and the cross-section of option returns
Year of publication: |
2020
|
---|---|
Authors: | Ruan, Xinfeng |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 48.2020, p. 1-26
|
Subject: | Cross-section | Option returns | Volatility-of-volatility | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory |
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