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Path-dependence properties of leveraged exchange-traded funds: Compounding, volatility and option pricing

Author: Zhang, Jian
Publisher: NEW YORK UNIVERSITY 2011-07-01 00:00:00.0
Dissertation: Thesis / Dissertation ETD
Edition/Format:   Thesis/dissertation : Thesis/dissertation : eBook
Summary:
Path-dependence properties of leveraged exchange-traded funds: Compounding, volatility and option pricing
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Material Type: Thesis/dissertation, Internet resource
Document Type: Internet Resource
All Authors / Contributors: Zhang, Jian
OCLC Number: 759741371
Language Note: EN

Abstract:

Path-dependence properties of leveraged exchange-traded funds: Compounding, volatility and option pricing

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