Testing the volatility term structure using option hedging criteria

Journal of Derivatives

Volumn 8, Issue 1, 2000, Pages 10-28

  Engle, Robert F ^a   Rosenberg, Joshua V ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0043224675     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2000.319113     Document Type: Article

References (25)

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