Exploring Option Pricing and Hedging via Volatility Asymmetry

  1. Casas, I.
  2. Veiga, H.
Journal:
Computational Economics

ISSN: 1572-9974,  0927-7099

Year of publication: 2021

Volume: 57

Issue: 4

Pages: 1015-1039

Type: Article

DOI: 10.1007/S10614-020-10005-5 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus