Combined Pricing and Portfolio Option Procurement
β Scribed by Qi Fu; Sean X. Zhou; Xiuli Chao; Chung-Yee Lee
- Book ID
- 114945595
- Publisher
- Production and Operations Management Society
- Year
- 2011
- Tongue
- English
- Weight
- 956 KB
- Volume
- 21
- Category
- Article
- ISSN
- 1059-1478
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract Substantial progress has been made in developing more realistic option pricing models for S&P 500 index (SPX) options. Empirically, however, it is not known whether and by how much each generalization of SPX price dynamics improves VIX option pricing. This article fills this gap by firs
In 1908, Vinzenz Bronzin, A Professor Of Mathematics At The Accademia Di Commercio E Nautica In Trieste, Published A Booklet In German Entitled Theorie Der PrΓ€miengeschΓ€fte (theory Of Premium Contracts) Which Is An Old Type Of Option Contract. Almost Like Bachelierβs Now Famous Dissertation (1900),