Simple Heuristics for Pricing VIX Options
Year of publication: |
2014
|
---|---|
Authors: | Jablecki, Juliusz |
Other Persons: | Kokoszczynski, Ryszard (contributor) ; Sakowski, Paweł (contributor) ; Slepaczuk, Robert (contributor) ; Wojcik, Piotr (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Heuristik | Heuristics | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 9, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2508646 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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