CORRECTING BLACK-SCHOLES - Questioning one of Black-Scholes' central assumptions the ability to continuously rebalance options.
| Year of publication: |
1999
|
|---|---|
| Authors: | Kamal, Michael ; Derman, Emanuel |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 12.1999, 1, p. 82-85
|