Hedging volatility risk
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. Delta-hedged gains and the negative market volatility risk premium;Bakshi;Review of Financial Studies,2003
2. Spanning and derivative-security valuation;Bakshi;Journal of Financial Economics,2000
3. Stock return characteristics, skew laws, and differential pricing of individual equity options;Bakshi;Review of Financial Studies,2003
4. New financial instruments for hedging changes in volatility;Brenner;Financial Analyst Journal,1989
5. Hedging volatility in foreign currencies;Brenner;Journal of Derivatives,1993
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