Pricing and hedging volatility derivatives

Journal of Derivatives

Volumn 15, Issue 3, 2008, Pages 7-24

  Broadie, Mark N ^a   Jain, Ashish ^b  

^a Columbia University ^*  (United States)

^b LEHMAN BROTHERS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44249115815     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2008.702503     Document Type: Article

References (16)