Pricing and hedging options with rollover parameters
Sol Kim
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Kim, Sol |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2017, 5, p. 1-40
|
| Subject: | options pricing | volatility smile | trader rules | stochastic volatility | jumps | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Hedging | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2017.352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747093