Hedging Surprises, Jumps, and Model Misspecification: A Risk Management Perspective on Hedging S&P 500 Options*
Author(s) -
Andreas Kaeck
Publication year - 2012
Publication title -
european finance review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1573-692X
pISSN - 1382-6662
DOI - 10.1093/rof/rfs027
Subject(s) - jump diffusion , econometrics , jump , variance (accounting) , perspective (graphical) , economics , index (typography) , actuarial science , risk management , diffusion , mathematics , computer science , finance , quantum mechanics , world wide web , thermodynamics , physics , geometry , accounting
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