Pricing methods and hedging strategies for volatility derivatives
Year of publication: |
2006
|
---|---|
Authors: | Windcliff, H. ; Forsyth, P.A. ; Vetzal, K.R. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 409-431
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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