Narrow search
Showing 1 - 2 of 2
Cover Image
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng; Chang, Chien-hung - In: Journal of economic dynamics & control 36 (2012) 5, pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Cover Image
Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571