Asset price volatility and option hedging in imperfectly elastic markets
Year of publication: |
1995
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Authors: | Frey, Rüdiger |
Subject: | Unvollkommener Kreditmarkt | Volatilität | Option | Hedging | Optionspreistheorie |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje, (2001)
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Valuation, hedging, and bounds of swaps under multi-factor BNS-type stochastic volatility models
Issaka, Aziz, (2020)
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Options for volatile markets : managing volatility and protecting against catastrophic risk
McMillan, Lawrence G., (2011)
- More ...
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Bounds on European Option Prices under Stochastic Volatility
Sin, Carlos A., (1997)
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger, (1997)
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The Pricing and Hedging of Options in Finitely Elastic Markets
Frey, Rüdiger, (1996)
- More ...