Two-State Volatility Transition Pricing and Hedging of TXO Options
| Year of publication: |
2012
|
|---|---|
| Authors: | Su, En-Der ; Lin, Feng-Jeng |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 39.2012, 3, p. 259-287
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Taiwan stock index options | Two-State volatility model | Markov switch | Options pricing and hedging |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866849