Optimal hedging of variance derivatives
John Crosby
| Year of publication: |
2014
|
|---|---|
| Authors: | Crosby, John |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 1/3, p. 150-180
|
| Subject: | finance | derivatives | incomplete markets | optimal hedging | asset pricing theory | Hedging | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
| 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/10010462131