Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Robert Jarrow ; Dilip Madan
| Year of publication: |
1995
|
|---|---|
| Authors: | Jarrow, Robert A. |
| Other Persons: | Madan, Dilip B. (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. 5.1995, 4, p. 311-336
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| Subject: | Portfolio-Management | Portfolio selection | Hedging | Arbitrage | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001189278