On Carr and Lee's correlation immunization strategy
Jimin Lin & Matthew Lorig
| Year of publication: |
2019
|
|---|---|
| Authors: | LIn, Jimin ; Lorig, Matthew |
| Subject: | Robust pricing | quadratic variation | volatility | variance | Volatilität | Volatility | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2019.1598276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210265