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The intraday and overnight behavior of SPY options and adjusted delta hedging
Simon, David P. - In: The journal of futures markets 33 (2013) 5, pp. 443-468
Persistent link: https://www.econbiz.de/10009726365
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Sector option implied volatility dynamics and predictability
Marks, Joseph M.; Simon, David P. - In: The journal of derivatives : the official publication … 25 (2017) 2, pp. 22-42
Persistent link: https://www.econbiz.de/10011941219