An examination of the effectiveness of static hedging in the presence of stochastic volatility

Journal of Futures Markets

Volumn 23, Issue 9, 2003, Pages 859-890

  Fink, Jason ^a  

^a JAMES MADISON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042524410     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10089     Document Type: Article

References (21)

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