Pricing and hedging power options
Year of publication: |
1996
|
---|---|
Authors: | Heynen, Ronald C. |
Other Persons: | Kat, Harry M. (contributor) |
Published in: |
Financial engineering and the Japanese markets. - Dordrecht : Kluwer Acad. Publ., ISSN 1380-2011, ZDB-ID 1328847-7. - Vol. 3.1996, 3, p. 253-261
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
-
Runggaldier, Wolfgang J., (1992)
-
Die Bewertung von Zinsoptionen
Walter, Ulrich, (1996)
-
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F., (1994)
- More ...
-
Kat, Harry M., (2003)
-
Kat, Harry M., (2003)
-
Pricing and Hedging Power Options
Kat, Harry M., (2003)
- More ...