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~accessRights:"restricted"
~person:"Barletta, Andrea"
~person:"Pugliese, Virginia"
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Option pricing theory
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Option trading
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Optionsgeschäft
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Barletta, Andrea
Pugliese, Virginia
Santucci de Magistris, Paolo
16
Caporin, Massimiliano
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Grassi, Stefano
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Rossi, Eduardo
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Carlini, Federico
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Christensen, Bent Jesper
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Catania, Leopoldo
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Datta Gupta, Nabanita
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Di Mari, Roberto
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Morelli, Giacomo
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Natvik, Gisle J.
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Nonejad, Nima
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Ranaldo, Angelo
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Ravazzolo, Francesco
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Journal of banking & finance
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Journal of economic dynamics & control
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It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
2
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
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