Hedging surprises, jumps, and model misspecification : a risk management perspective on hedging S&P 500 options
Year of publication: |
2013
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Authors: | Kaeck, Andreas |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 17.2013, 4, p. 1535-1569
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Subject: | Hedging | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling | Optionsgeschäft | Option trading | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Derivat | Derivative |
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