Option Betas: Risk Measures For Options
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DOI: 10.1142/S0219024907004585
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References listed on IDEAS
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Cited by:
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- Peter Reichling & Anastasiia Zbandut, 2017. "Costs of capital under credit risk," FEMM Working Papers 170003, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
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Keywords
Option pricing; beta; hedging; Sharpe ratio; Treynor measure;All these keywords.
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