Optimal Option Portfolio Strategies: Deepening the Puzzle...

Journal of Financial and Quantitative Analysis 2017 / 02 Vol. 52; Iss. 1

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing

Faias, José Afonso, Santa-Clara, Pedro
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Volume:
52
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/S0022109016000831
Date:
February, 2017
File:
PDF, 468 KB
english, 2017
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