HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS
AN, YUNBI; ASSAF, ATA; YANG, JUN
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者AN, YUNBI; ASSAF, ATA; YANG, JUN
- 卷第10卷
- 期第3期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小221.01KB
- 发表时间2007-05
- DOI10.1142/S0219024907004317
- 页码517-534