Work

Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.267106

Authors: Nikunj Kapadia, Gurdip S. Bakshi

Institutions: University of Massachusetts Amherst, Temple University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2106757932

Cites: 23

Cited by: 185

Related to: 10