Volatility options: Hedging effectiveness, pricing, and model error
Article first published online: 16 NOV 2005
© 2006 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 26, Issue 1, pages 1–31, January 2006
How to Cite
Psychoyios, D. and Skiadopoulos, G. (2006), Volatility options: Hedging effectiveness, pricing, and model error. J. Fut. Mark., 26: 1–31. doi: 10.1002/fut.20181
- Issue published online: 16 NOV 2005
- Article first published online: 16 NOV 2005
- Manuscript Accepted: MAR 2005
- Manuscript Received: NOV 2004
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