Multiperiod hedging in the presence of stochastic volatility
Year of publication: |
2001
|
---|---|
Authors: | Lien, Da-hsiang Donald ; Wilson, B. Kemp |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 10.2001, 4, p. 395-406
|
Subject: | Hedging | Volatilität | Volatility | Theorie | Theory |
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