Effectiveness of hedging strategies under model misspecification and trading restrictions
Year of publication: |
May 2002 ; [Elektronische Ressource]
|
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Other Persons: | Dudenhausen, Antje (contributor) |
Institutions: | Bonn Graduate School of Economics (contributor) |
Publisher: |
Bonn : Graduate School of Economics |
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Strategie | Strategy | Modellierung | Scientific modelling | Theorie | Theory |
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