๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Hedging price volatility using fast transport

โœ Scribed by David L. Hummels; Georg Schaur

Book ID
116659727
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
553 KB
Volume
82
Category
Article
ISSN
0022-1996

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Volatility options: Hedging effectivenes
Volatility options: Hedging effectiveness, pricing, and model error
โœ Dimitris Psychoyios; George Skiadopoulos ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 190 KB ๐Ÿ‘ 1 views

## Abstract Motivated by the growing literature on volatility options and their imminent introduction in major exchanges, this article addresses two issues. First, the question of whether volatility options are superior to standard options in terms of hedging volatility risk is examined. Second, th