Risk analysis and hedging of parisian options under a jump-diffusion model
Kyoung-Kuk Kim and Dong-Young Lim
| Year of publication: |
September 2016
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|---|---|
| Authors: | Kim, Kyoung-Kuk ; Lim, Dong-Young |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 9, p. 819-850
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Kapitalmarktrendite | Capital market returns | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21757 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568570