Testing the Volatility Term Structure Using Option Hedging Criteria

No abstract is available for this paper.

• Publication year

  2000

• Venue

  Unknown venue

• Publication date

  2000-08-31

• Fields of study

  Mathematics, Business, Economics

• Identifiers
  DOI 10.3905/jod.2000.319113
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• (A) study of the pricing and hedging of long-term foreign currency options with stochastic volatility = 확률적 변동성에 의한 통화옵션의 가격결정 및 헤징 전략에 관한 연구

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