On the pricing and hedging of volatility derivatives
Sam Howison; Avraam Rafailidis and Henrik Rasmussen
| Year of publication: |
2004
|
|---|---|
| Authors: | Howison, Sam ; Rafailidis, Avraam ; Rasmussen, Henrik |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 4, p. 317-346
|
| Subject: | Derivat | Derivative | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
| 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/10002458545