The cross-section of average delta-hedge option returns under stochastic volatility
| Year of publication: |
2008
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|---|---|
| Authors: | Ibáñez, Alfredo |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 11.2008, 3, p. 205-244
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