Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
| Year of publication: |
2001
|
|---|---|
| Authors: | Norden, Lars |
| Published in: |
Journal of Multinational Financial Management. - Elsevier, ISSN 1042-444X. - Vol. 11.2001, 4-5, p. 321-340
|
| Publisher: |
Elsevier |