A call on art investments.
- Published in:
- Review of Derivatives Research, 2012, v. 15, n. 1, p. 1, doi. 10.1007/s11147-011-9061-x
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2012 AND VI 15 AND IP 1
Results: 4
1
2
Delta-hedging correlation risk?
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- Review of Derivatives Research, 2012, v. 15, n. 1, p. 25, doi. 10.1007/s11147-011-9068-3
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- Publication type:
- Article
3
Calibration risk: Illustrating the impact of calibration risk under the Heston model.
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- Review of Derivatives Research, 2012, v. 15, n. 1, p. 57, doi. 10.1007/s11147-011-9069-2
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- Publication type:
- Article
4
Option pricing and hedging under a stochastic volatility Lévy process model.
- Published in:
- Review of Derivatives Research, 2012, v. 15, n. 1, p. 81, doi. 10.1007/s11147-011-9070-9
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- Publication type:
- Article