On the Errors and Comparison of Vega Estimation

Resource

Journal of Futures Markets 25 (1): 21-38

Journal

Journal of Futures Markets

Journal Volume

25

Journal Issue

1

Pages

21-38

Date Issued

2005

Date

2005

Author(s)

Chung, S. L.

Shackleton, M.

URI

Type

journal article

File(s)

Name

20.pdf

Size

242.16 KB

Format

Adobe PDF

Checksum

(MD5):25ec64f7afecd94f22e005cfeaf06a6e