EVIDENCE ON DELTA HEDGING AND IMPLIED VOLATILITIES FOR THE...

Journal of Financial Research 2005 Vol. 28; Iss. 2

EVIDENCE ON DELTA HEDGING AND IMPLIED VOLATILITIES FOR THE BLACK-SCHOLES, GAMMA, AND WEIBULL OPTION PRICING MODELS

Robert Savickas
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Volume:
28
Year:
2005
Language:
english
Pages:
19
DOI:
10.1111/j.1475-6803.2005.00126.x
File:
PDF, 141 KB
english, 2005
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