A Leland Model for Delta Hedging in Central Risk Books
Year of publication: |
[2022]
|
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Authors: | Muhle-Karbe, Johannes ; Wang, Zexin ; Webster, Kevin T. |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedging | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4049864 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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