Pricing and hedging long-term options
Gurdip Bakshi; Charles Cao; Zhiwu Chen
| Year of publication: |
2000
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Cao, Charles Q. ; Chen, Zhiwu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 94.2000, 1/2, p. 277-318
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001437760