On the pricing and hedging of volatility derivatives

Applied Mathematical Finance 2004 / 12 Vol. 11; Iss. 4

On the pricing and hedging of volatility derivatives

Howison, Sam, Rafailidis, Avraam, Rasmussen, Henrik
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Volume:
11
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486042000254024
Date:
December, 2004
File:
PDF, 497 KB
english, 2004
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