Compex effect of volatility on derivative assets

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Translated title of the contribution	Compex effect of volatility on derivative assets
Original language	English
Pages (from-to)	42-58
Journal	Journal of Money, Investment and Banking
Issue number	4
Publication status	Published - 2008
Publication type	A1 Journal article-refereed

Publication forum classification

@article{3bcb079d28664a1297b81ad7055c27ac,

title = "Compex effect of volatility on derivative assets",

author = "J. Kanniainen and L. Alvarez",

note = "Contribution: organisation=tta,FACT1=1",

year = "2008",

language = "English",

pages = "42--58",

journal = "Journal of Money, Investment and Banking",

issn = "1986-4094",

publisher = "EuroJournals",

number = "4",

}