The impact of skewness in the hedging decision.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 503, doi. 10.1002/fut.20201
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 5
Results: 4
1
2
Static hedging and model risk for barrier options.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 449, doi. 10.1002/fut.20199
- By:
- Publication type:
- Article
3
A non-lattice pricing model of American options under stochastic volatility.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 417, doi. 10.1002/fut.20207
- By:
- Publication type:
- Article
4
Long-term information, short-lived securities.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 465, doi. 10.1002/fut.20204
- By:
- Publication type:
- Article