%0 Journal Article %1 Windcliff2006 %A Windcliff, H. %A Forsyth, P. A. %A Vetzal, K. R. %D 2006 %J Journal of Banking & Finance %K Volatility derivatives %N 2 %P 409--431 %T Pricing methods and hedging strategies for volatility derivatives %U http://www.sciencedirect.com/science/article/B6VCY-4G9Y4PC-1/1/9ddf57670c9f044fc7e66ed3e6a25534 %V 30

@article{Windcliff2006, added-at = {2008-04-22T13:53:19.000+0200}, author = {Windcliff, H. and Forsyth, P. A. and Vetzal, K. R.}, biburl = {https://www.bibsonomy.org/bibtex/2b64cde07cc81354d2f0a5ea273d07a04/smicha}, description = {Journal of Banking & Finance}, interhash = {f664807d21f5d86a0b4656929cff5225}, intrahash = {b64cde07cc81354d2f0a5ea273d07a04}, journal = {Journal of Banking \& Finance}, keywords = {Volatility derivatives}, month = Feb, number = 2, pages = {409--431}, timestamp = {2008-04-22T13:57:06.000+0200}, title = {Pricing methods and hedging strategies for volatility derivatives}, url = {http://www.sciencedirect.com/science/article/B6VCY-4G9Y4PC-1/1/9ddf57670c9f044fc7e66ed3e6a25534}, volume = 30, year = 2006 }