Can tests based on option hedging errors correctly identify volatility risk premia?.
| Published in: | Journal of financial and quantitative analysis V.43, 1-4 (2008). |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |
| Published in: | Journal of financial and quantitative analysis V.43, 1-4 (2008). |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |