A Leland model for delta hedging in central risk books
Johannes Muhle-Karbe, Zexin Wang, Kevin Webster
| Year of publication: |
2023
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|---|---|
| Authors: | Muhle-Karbe, Johannes ; Wang, Zexin ; Webster, Kevin T. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 3, p. 504-547
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| Subject: | adverse selection | central risk book | limit orders | market making | market microstructure | market orders | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Hedging | Adverse Selektion | Adverse selection | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12395 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329890