This article serves the purpose of reviewing recent developments of the estimation and modeling of volatilities for financial products as well as on the pricing and hedging of financial derivatives that are related to volatility under certain models.
Volatility and volatility linked derivatives: estimation, modeling and pricing / Maria Elvira Mancino, Elisa Alos, Tai-Ho Wang. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1129-6569. - STAMPA. - 42:(2019), pp. 321-349. [10.1007/s10203-019-00271-w]
Volatility and volatility linked derivatives: estimation, modeling and pricing.
Maria Elvira Mancino
;Alòs Alcade, ElisaMembro del Collaboration Group
;WANG, TAI-HOMembro del Collaboration Group
2019
Abstract
This article serves the purpose of reviewing recent developments of the estimation and modeling of volatilities for financial products as well as on the pricing and hedging of financial derivatives that are related to volatility under certain models.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
