Discrete time hedging errors for options with irregular payoffs
Emmanuel Gobet; Emmanuel Temam
| Year of publication: |
2001
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|---|---|
| Authors: | Gobet, Emmanuel ; Temam, Emmanuel |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 3, p. 357-367
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| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Hedging | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in: Bd. 18.2014, 2, S. 483-485 In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001599284