A Note on 'Discrete Time Hedging Errors for Options with Irregular Payoffs'
| Year of publication: |
2012
|
|---|---|
| Authors: | Černý, Aleš |
| Other Persons: | Spilda, Juraj (contributor) |
| Publisher: |
[2012]: [S.l.] : SSRN |
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Black-Scholes-Modell | Black-Scholes model |
| Description of contents: |
This note provides correction to the main results in the article "Discrete time hedging errors for options with irregular payoffs" (Finance and Stochastics, 5, 357-367, 2001)
|
freely available
| Extent: | 1 Online-Ressource (2 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 7, 2012 erstellt |
| Other identifiers: | 10.2139/ssrn.2042519 [DOI] |
| Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; D4 - Market Structure and Pricing ; C0 - Mathematical and Quantitative Methods. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013107546