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Greeks-Neutral Option Excess Returns

Lookup NU author(s): Dr Jose LiuORCiD

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Author(s): Xu Y, Hong Y, Liu P, Zhang Z

Publication type: Article

Publication status: Published

Journal: The Journal of Futures Markets

Year: 2025

Pages: epub ahead of print

Online publication date: 26/05/2025

Acceptance date: 28/04/2025

ISSN (print): 0270-7314

ISSN (electronic): 1096-9934

Publisher: John Wiley & Sons, Inc.

URL: https://doi.org/10.1002/fut.22598

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