On valuing and hedging European options when volatility is estimated directly
Ray Popovic; David Goldsman
| Year of publication: |
2012
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|---|---|
| Authors: | Popovic, Ray ; Goldsman, David Morris |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 218.2012, 1 (1.4.), p. 124-131
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| Subject: | Volatilität | Volatility | Hedging | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries |
| 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/10009501057