Model-free methods in valuation and hedging of derivative securities
Mark H. A. Davis
| Year of publication: |
2016
|
|---|---|
| Authors: | Davis, Mark H. A. |
| Published in: |
The handbook of post crisis financial modelling. - Basingstoke, Hampshire : Palgrave Macmillan, ISBN 978-1-137-49448-1. - 2016, p. 168-189
|
| Subject: | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475750