Greeks-Neutral Option Excess Returns

Yaofei Xu, Yi Hong, Pei Liu, Zhendong Zhang

Research output: Contribution to journal › Article › peer-review

Original languageEnglish
JournalJournal of Futures Markets
Publication statusAccepted/In press - Apr 2025

Keywords

  • Stock Option
  • Top-Down pricing framework
  • Bates Model

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