Showing results 1 to 3 of 3
Title | Author(s) | Issue Date | |
---|---|---|---|
Hedging volatility risk Journal:Journal of Banking and Finance | 2006 | ||
INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL Journal:International Journal of Theoretical and Applied Finance | 2018 | ||
Stochastic lattice models for valuation of volatility options Journal:Economic Modelling | 2015 |