On valuing and hedging European options when volatility is estimated directly

✍ Scribed by Ray Popovic; David Goldsman

• Book ID: 113583841
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 465 KB
• Volume: 218
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/j.ejor.2011.09.011