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. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 30.2006, 2, p. 409-432
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