Volatility Forecasting and Delta-Neutral Volatility Trading for DTB Options on the DAX


Bartels, Hans-Jochen ; Lu, Jian



URL: http://www.actuaries.org/AFIR/Colloquia/Tromsoe/Ba...
Additional URL: http://www.researchgate.net/publication/228580664_...
Document Type: Conference or workshop publication
Year of publication: 2000
Book title: 10th International AFIR Colloquium, Tromso, Norway, 20 - 23 June 2000.
The title of a journal, publication series: Proceedings of the 10 th International AFIR Colloquium
Page range: 51-66
Place of publication: Ottowa, Ont.
Publishing house: Internat. Actuarial Assoc.
Publication language: English
Institution: School of Business Informatics and Mathematics > Versicherungsmathematik (Bartels 1999-, Em)
Subject: 510 Mathematics




Dieser Eintrag ist Teil der Universitätsbibliographie.




Metadata export


Citation


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item