Static hedging of standard options
Peter Carr; Liuren Wu
| Year of publication: |
2014
|
|---|---|
| Authors: | Carr, Peter ; Wu, Liuren |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 1, p. 3-46
|
| Subject: | Static hedging | jumps | option pricing | Monte Carlo | S&P 500 index options | stochastic volatility | Hedging | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Derivat | Derivative | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| 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/10010233614