Title of article
Pricing methods and hedging strategies for volatility derivatives
Author/Authors
H. Windcliff، نويسنده , , P.A. Forsyth، نويسنده , , K.R. Vetzal، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
23
From page
409
To page
431
Keywords
jump-diffusion , Risk management , Local volatility surface , Volatility derivatives
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193827
Link To Document