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 |