The Dangers of Calibration and Hedging the Greeks in Option...

Journal of Financial Education 2012 / SPR-SUM Vol. 38; Iss. 1-2

The Dangers of Calibration and Hedging the Greeks in Option Pricing

Arkadev Chatterjea and Robert A. Jarrow
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
38
Language:
english
Journal:
Journal of Financial Education
DOI:
10.2307/41948674
Date:
January, 2012
File:
PDF, 776 KB
english, 2012
Conversion to is in progress
Conversion to is failed