Canonical valuation and hedging of index options
Philip Gray; Shane Edwards; Egon Kalotay
| Year of publication: |
2007
|
|---|---|
| Authors: | Gray, Philip K. ; Edwards, Shane ; Kalotay, Egon |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 8, p. 771-790
|
| Subject: | Hedging | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003518515