Exploring option pricing and hedging via volatility asymmetry
Isabel Casas, Helena Veiga
| Year of publication: |
2021
|
|---|---|
| Authors: | Casas, Isabel ; Veiga, Helena |
| Subject: | Delta hedging | Option | Stochastic volatility | Volatility asymmetry | Volatilität | Volatility | Hedging | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10005-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543248