The Price of Market Volatility Risk
Author:
Publisher
Elsevier BV
Reference28 articles.
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3. Stock Return Characteristics, Skew Laws, and Differential Pricing of Individual Equity Options;Gurdip Bakshi;Review of Financial Studies,2003
4. Delta-Hedged Gains and the Negative Market Volatility Risk Premium;Gurdip Bakshi;Review of Financial Studies,2003
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