Understanding Delta-Hedged Option Returns in Stochastic Volatility Environments
Crossref DOI link: https://doi.org/10.1007/s10690-014-9198-3
Published Online: 2014-11-23
Published Print: 2015-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sasaki, Hiroshi
Text and Data Mining valid from 2014-11-23