Is it important to consider the jump component for pricing and hedging short-term options?
In Joon Kim; Sol Kim
| Year of publication: |
2005
|
|---|---|
| Authors: | Kim, In-joon ; Kim, Sol |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 10, p. 989-1009
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Hedging | Aktienindex | Stock index | Südkorea | South Korea |
| 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://ebvufind01.dmz1.zbw.eu/10003185617