Hedging derivative securities with volatility futures

Nelson Yap, Kian-Guan Lim, Yibao Zhao

Year of publication:	2016
Authors:	Yap, Nelson ; Lim, Kian-Guan ; Zhao, Yibao
Published in:	International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 5.2016, 2/4, p. 111-127
Subject:	optimal replication \| dynamic portfolio \| stochastic volatility \| Volatilität \| Volatility \| Hedging \| Derivat \| Derivative \| Portfolio-Management \| Portfolio selection \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory

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