Delta-hedged gains of SSE 50 ETF options

Xiaoping Lia Department Of Finance, Shanghai Normal University, ShanghaiChinaView further author information

Chunyang Zhoub Department Of Finance, Shanghai Jiao Tong University, Shanghai, ChinaCorrespondence[email protected]
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Wei Huangc Shanghai Futures And Derivatives Research Institute Co. Ltd, Shanghai, ChinaView further author information

References

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