It only takes a few moments to hedge options
Year of publication: |
2019
|
---|---|
Authors: | Barletta, Andrea ; Santucci de Magistris, Paolo ; Sloth, David |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 100.2019, p. 251-269
|
Subject: | Hedging | Option Greeks | Risk-neutral moments | Variance-swap | Optionspreistheorie | Option pricing theory | Griechenland | Greece | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Portfolio-Management | Portfolio selection |
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