Pricing methods and hedging strategies for volatility...

Pricing methods and hedging strategies for volatility derivatives

H. Windcliff, P.A. Forsyth, K.R. Vetzal
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Volume:
30
Year:
2006
Language:
english
DOI:
10.1016/j.jbankfin.2005.04.025
File:
PDF, 274 KB
english, 2006
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