Work

Hedging volatility risk

Year: 2005

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2005.07.015

Authors: Menachem Brenner, Ernest Y. Ou, Jin E. Zhang

Institutions: New York University, University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122392019

FWCI: 10.82

Cites: 28

Cited by: 71

Related to: 10