Hedging surprises, jumps, and model misspecification : a risk management perspective on hedging S&P 500 options
Andreas Kaeck
| Year of publication: |
2013
|
|---|---|
| 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
|
| Subject: | Hedging | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| 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/10009776228