HEDGING AND ARBITRAGE WARRANTS UNDER SMILE EFFECTS: ANALYSIS AND EVIDENCE (Q3523598): Difference between revisions
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Latest revision as of 11:40, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING AND ARBITRAGE WARRANTS UNDER SMILE EFFECTS: ANALYSIS AND EVIDENCE |
scientific article |
Statements
HEDGING AND ARBITRAGE WARRANTS UNDER SMILE EFFECTS: ANALYSIS AND EVIDENCE (English)
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3 September 2008
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volatility smile
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implied volatility
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warrant
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hedge
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arbitrage
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