Pricing methods and hedging strategies for volatility derivatives
Year of publication: |
2006
|
---|---|
Authors: | Windcliff, H. ; Forsyth, Peter A. ; Vetzal, Kenneth R. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 409-431
|
Subject: | Risikomanagement | Risk management | Derivat | Derivative | Volatilität | Volatility | Hedging | Optionspreistheorie | Option pricing theory |
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