Understanding delta-hedged option returns in stochastic volatility environments (Q2013296)
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scientific article; zbMATH DE number 6761421
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| English | Understanding delta-hedged option returns in stochastic volatility environments |
scientific article; zbMATH DE number 6761421 |
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Understanding delta-hedged option returns in stochastic volatility environments (English)
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17 August 2017
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delta-hedged option returns
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stochastic volatility
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parameter estimation risk
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volatility risk premium
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currency option
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0.7529324293136597
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0.7463332414627075
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0.7264757752418518
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0.7216259241104126
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0.7187966704368591
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