Work

Pricing and Hedging Volatility Derivatives

Year: 2008

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2008.702503

Authors: Mark Broadie, Ashish Jain

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2169908486

FWCI: 14.56

Cites: 28

Cited by: 98

Related to: 10