Volatility options hedging effectiveness, pricing, and model error

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Psychoyios, Dimitris (VerfasserIn)
Weitere Verfasser: Skiadopoulos, George (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2006
Schlagworte:
Optionspreistheorie > Optionsgeschäft > Volatilität > Hedging > Aufsatz in Zeitschrift
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