Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns.

Autor: Naik, Vasanttilak1
Zdroj: Journal of Finance (Wiley-Blackwell). Dec1993, Vol. 48 Issue 5, p1969-1984. 16p. 2 Charts, 1 Graph.
Databáze: Business Source Ultimate