Market volatility and feedback effects from dynamic hedging
Year of publication: |
1997
|
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Authors: | Frey, Rüdiger |
Other Persons: | Stremme, Alexander (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 7.1997, 4, p. 351-374
|
Subject: | Börsenkurs | Share price | Optionsgeschäft | Option trading | Hedging | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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