Zhang Jun

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 41,958

SSRN RANKINGS

Top 41,958

in Total Papers Downloads

1,434

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Optimal Dynamic Hedging of Equity Options: Residual-Risks, Transaction-Costs, & Conditioning

Number of pages: 85 Posted: 01 Jan 2010 Last Revised: 21 Jun 2019
Credit Suisse Securities, affiliation not provided to SSRN, affiliation not provided to SSRN, Stevens Institute of Technology, affiliation not provided to SSRN and Volaris Capital Management
Downloads 1,434 (17,015)
Citation 8

Abstract:

Loading...

options, hedging, kurtosis, skewness, residual-risk, transaction-costs, hurdle-return, risk-capital, volatility trading