search query: @author Jurczenko, E. / total: 1
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Author: | Capelle-Blancard, G. Jurczenko, E. Maillet, B. |
Title: | The approximate option pricing model: performances and dynamic properties |
Journal: | Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 427-443 |
Index terms: | HEDGING OPTION PRICES PRICING VOLATILITY |
Language: | eng |
Abstract: | Using high frequency data from ParisBourse SA, this article examines pricing and hedging performances of the Jarrow and Rudd (J. of Financial Economics, 10, 1982, p. 347-369). |
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