The Valuation of Volatility Options (Q2707034)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Valuation of Volatility Options |
scientific article |
Statements
The Valuation of Volatility Options (English)
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1 February 2002
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American options
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early exercise premium
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European options
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hedging
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optimal exercise
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stochastic volatility
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viability
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