Options on a Stock with Market-Dependent Volatility
Year of publication: |
1997-10-28
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Authors: | Chalupa, J. |
Institutions: | EconWPA |
Subject: | equity options | implied volatility | hedging |
Extent: | application/pdf application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - PostScript; LaTeX version with PostScript figures has also been submitted. |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: |
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