Hedging price changes in the S&P 500 options and futures contracts : the effect of different measures of implied volatility
Jitka Hilliard
| Year of publication: |
2014
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|---|---|
| Authors: | Hilliard, Jitka |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 3.2014, 3, p. 241-259
|
| Subject: | Volatilität | Volatility | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures |
| 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/10010406920