Optimal Investment in Equity and VIX Derivatives
Year of publication: |
2020
|
---|---|
Authors: | Yan, Xiangzhen |
Other Persons: | Zhu, Yunfan (contributor) ; Cui, Zhenyu (contributor) ; Zhang, Shuguang (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Hedging |
Extent: | 1 Online-Ressource (76 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 24, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3634370 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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