Static Hedging of Standard Options
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/12/1/3/2437340/nbs014.pdf
Reference52 articles.
1. Empirical Performance of Alternative Option Pricing Models
2. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
3. Spanning and derivative-security valuation
4. Processes of normal inverse Gaussian type
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