HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS (Q5297237)
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scientific article; zbMATH DE number 5172246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS |
scientific article; zbMATH DE number 5172246 |
Statements
HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS (English)
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18 July 2007
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volatility risk
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volatility options
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hedging
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Monte Carlo simulation
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