Volatility options : hedging effectiveness, pricing, and model error
Year of publication: |
2006
|
---|---|
Authors: | Psychoyios, Dimitris ; Skiadopoulos, George |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 1, p. 1-31
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Volatilität | Volatility | Hedging |
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