Ernest Y. Ou

Lehman Brothers, New York

745 Seventh Avenue

New York, NY 10019

United States

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Citation 13

Hedging Volatility Risk

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 34 Posted: 13 Jul 2002
Menachem Brenner, Ernest Y. Ou and Jin E. Zhang
New York University (NYU) - Department of Finance, Lehman Brothers, New York and University of Otago, Otago Business School, Department of Accountancy and Finance
Downloads 1,110 (18,187)
Citation 1

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Straddle, Compound Options, Stochastic Volatility

Hedging Volatility Risk

NYU Working Paper No. FIN-00-057
Number of pages: 31 Posted: 13 Nov 2008
Menachem Brenner, Ernest Y. Ou and Jin E. Zhang
New York University (NYU) - Department of Finance, Lehman Brothers, New York and University of Otago, Otago Business School, Department of Accountancy and Finance
Downloads 75 (320,336)
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Straddle, Compound Options, Stochastic Volatility

Hedging Volatility Risk

NYU Working Paper No. S-DRP-01-04
Number of pages: 31 Posted: 07 Nov 2008
Menachem Brenner, Ernest Y. Ou and Jin E. Zhang
New York University (NYU) - Department of Finance, Lehman Brothers, New York and University of Otago, Otago Business School, Department of Accountancy and Finance
Downloads 56 (374,677)

Abstract:

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Straddle, Compound Options, Stochastic Volatility