Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns.
Autor: | Naik, Vasanttilak1 |
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Zdroj: | Journal of Finance (Wiley-Blackwell). Dec1993, Vol. 48 Issue 5, p1969-1984. 16p. 2 Charts, 1 Graph. |
Databáze: | Business Source Ultimate |
Externí odkaz: |