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Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
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The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun; Han, Chuan-Hsiang - In: Applied economics letters 30 (2023) 15, pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
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Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han; Chang, Jow-Ran - In: The journal of derivatives : JOD 28 (2021) 3, pp. 163-183
Persistent link: https://www.econbiz.de/10012486036