Towards a theory of volatility trading

Authors
Carr, P Madan, D
Citation
P. Carr et D. Madan, Towards a theory of volatility trading, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 458-476
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
458 - 476
Database
ISI
SICI code