Is it important to consider the jump component for pricing and hedging shot-term options

Article Abstract:

The conclusions of study conducted to assess the usefulness of jump component for pricing and hedging short-term options with reference to KOSPI ( Korean Composite Stock Price Index) 200 Index options are presented.

South Korea, Stock price indexes

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Volatility options: hedging effectiveness, pricing, and model error

Article Abstract:

A comparison of hedging risks and pricing of volatility options with that of standard options is presented. Monte Carlo simulations are used for the purpose.

United States, Methods, Usage, Comparative analysis, Monte Carlo method, Monte Carlo methods

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An empirical examination of the pricing of exchange -- traded barrier options

Article Abstract:

A study comparing the pricing of traded barrier options of Australian Stock Exchange and standard European options is presented.

Australia, Europe, Evaluation, Economic aspects, Securities

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