Volatility Risk of Option Portfolios

2010 ◽  
pp. 213-219
Author(s):  
Szymon Borak ◽  
Wolfgang Karl Härdle ◽  
Brenda López Cabrera
Keyword(s):  
2016 ◽  
Author(s):  
Alex C. Hsu ◽  
Francisco Palomino ◽  
Charles Qian

Author(s):  
Menachem Brenner ◽  
Ernest Y. Ou ◽  
Jin E. Zhang
Keyword(s):  

Balance Sheet ◽  
2000 ◽  
Vol 8 (4) ◽  
pp. 24-36 ◽  
Author(s):  
Mark Haynes Daniell
Keyword(s):  

2009 ◽  
Vol 29 (9) ◽  
pp. 797-825 ◽  
Author(s):  
Sun-Joong Yoon ◽  
Suk Joon Byun

2021 ◽  
Author(s):  
Prasenjit Chakrabarti ◽  
Kiran Kumar Kotha

Sign in / Sign up

Export Citation Format

Share Document