Hedging with a Volatility Term Structure

Michel G Crouhy; Dan Galai

doi:10.3905/jod.1995.407916

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Primary Article

Hedging with a Volatility Term Structure

Michel G Crouhy and Dan Galai

The Journal of Derivatives Spring 1995, 2 (3) 45-52; DOI: https://doi.org/10.3905/jod.1995.407916

Michel G Crouhy

A professor at the HEC School of Management in Paris, France.

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Dan Galai

The Abe Gray chair at Hebrew University in Jerusalem, Israel.

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The Journal of Derivatives

Vol. 2, Issue 3

Spring 1995

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Hedging with a Volatility Term Structure

Michel G Crouhy, Dan Galai

The Journal of Derivatives Feb 1995, 2 (3) 45-52; DOI: 10.3905/jod.1995.407916

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Hedging with a Volatility Term Structure

Michel G Crouhy, Dan Galai

The Journal of Derivatives Feb 1995, 2 (3) 45-52; DOI: 10.3905/jod.1995.407916

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