Static hedging of standard options
Year of publication: |
2014
|
---|---|
Authors: | Carr, Peter ; Wu, Liuren |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 1, p. 3-46
|
Subject: | Static hedging | jumps | option pricing | Monte Carlo | S&P 500 index options | stochastic volatility | Optionspreistheorie | Option pricing theory | Hedging | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Optionsgeschäft | Option trading | Index-Futures | Index futures |
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