haku: @journal_id 1676 / yhteensä: 53
viite: 10 / 53
| Tekijä: | Capelle-Blancard, G. Jurczenko, E. Maillet, B. |
| Otsikko: | The approximate option pricing model: performances and dynamic properties |
| Lehti: | Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 427-443 |
| Asiasana: | HEDGING OPTION PRICES PRICING VOLATILITY |
| Kieli: | eng |
| Tiivistelmä: | 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). |
SCIMA