Volatility options : hedging effectiveness, pricing, and model error
Dimitris Psychoyios; George Skiadopoulos
| Year of publication: |
2006
|
|---|---|
| Authors: | Psychoyios, Dimitris ; Skiadopoulos, George |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 1, p. 1-31
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Volatilität | Volatility | Hedging |
| 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/10003303866