Volatility and Expected Option Returns
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Publisher
Elsevier BV
Reference81 articles.
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2. Costs of capital under credit risk;The Journal of Credit Risk;2019
3. Portfolio optimization for American options;Journal of Computational Finance;2018
4. International Volatility Arbitrage;SSRN Electronic Journal;2018
5. Option Profit and Loss Attribution and Pricing: A New Framework;SSRN Electronic Journal;2018
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