David Horn

Goethe University Frankfurt - Department of Finance

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

2

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605

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Hedging Options in the Presence of Microstructural Noise

Number of pages: 27 Posted: 03 Mar 2008
David Horn, Eva Schneider and Grigory Vilkov
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Frankfurt School of Finance & Management
Downloads 351 (84,661)
Citation 1

Abstract:

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parameter risk, hedging, microstructural noise, stochastic volatility

2.

Systematic Risk and Option Prices

Number of pages: 22 Posted: 05 Mar 2008
David Horn and Eva Schneider
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 254 (120,261)

Abstract:

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Option Valuation, Systematic Risk, Asset Pricing