The Significance of the Vega and the Volatility Skew in the Hedging and Pricing of Index Options

Additional Metadata
Thesis Advisor	Gryglewicz, S.
Persistent URL	hdl.handle.net/2105/41152
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Meulenbelt, H.J.A. (2017, November). The Significance of the Vega and the Volatility Skew in the Hedging and Pricing of Index Options. Business Economics. Retrieved from http://hdl.handle.net/2105/41152

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