An examination of the effectiveness of static hedging in the presence of stochastic volatility
Year of publication: |
2003
|
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Authors: | Fink, Jason |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2003, 9, p. 859-890
|
Subject: | Hedging | Volatilität | Volatility | Cash Flow | Cash flow |
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