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.
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)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Bartels, Hans-Jochen ; Lu, Jian Volatility Forecasting and Delta-Neutral Volatility Trading for DTB Options on the DAX. 51-66 In: 10th International AFIR Colloquium, Tromso, Norway, 20 - 23 June 2000. (2000) Ottowa, Ont. [Conference or workshop publication]


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