The dangers of calibration and hedging the Greeks in option pricing
Year of publication: |
2012
|
---|---|
Authors: | Chatterjea, Arkadev ; Jarrow, Robert A. |
Published in: |
Journal of financial education. - San José, Calif. : Univ., ISSN 0093-3961, ZDB-ID 785385-3. - Vol. 38.2012, 1/2, p. 1-12
|
Subject: | Griechenland | Greece | Hedging | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
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