Two-State volatility transition pricing and hedging of TXO options
En-Der Su; Feng-Jeng Lin
| Year of publication: |
2012
|
|---|---|
| Authors: | Su, Ender ; Lin, Feng-jeng |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 39.2012, 3, p. 259-287
|
| Subject: | Hedging | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10009513153