Hedging and arbitrage warrants under smile effects : analysis and evidence
Son-Nan Chen, An-Pin Chen and Camus Chang
| Year of publication: |
2001
|
|---|---|
| Authors: | Chen, Son-nan ; Chen, An-Pin ; Chang, Camus |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 5, p. 733-758
|
| Subject: | Hedging | Arbitrage | Optionspreistheorie | Option pricing theory | Optionsanleihe | Warrant bond |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 758 In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001612209