Calculation and comparison of delta-neutral and multiple-Greek dynamic hedge returns inclusive of market frictions
Thomas O. Meyer
| Year of publication: |
2003
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|---|---|
| Authors: | Meyer, Thomas Otto |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 12.2003, 2, p. 207-235
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| Subject: | Hedging | Kapitaleinkommen | Capital income | Finanzmarktregulierung | Financial market regulation | Geldmarkt | Money market | Euromarkt | Euromarkets | Transaktionskosten | Transaction costs | Großbritannien | United Kingdom | Irland | Ireland |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001778779