Joint Calibration of SPX and VIX Option Surfaces : With Applications to Pricing and Hedging Equity and Volatility Linked Hybrid Notes
Year of publication: |
2014
|
---|---|
Authors: | Madan, Dilip B. |
Other Persons: | Pistorius, Martijn (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | Robert H. Smith School Research Paper ; No. RHS 2414150 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 24, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2414150 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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