Portfolio insurance and volatility On the robustness of the Black- Scholes Option Pricing Model
| Authors: | Frey, Ruediger ; Stremme, Alexander |
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| Institutions: | University of Bonn, Germany |
| Subject: | Black-Scholes model | Portfolio insurance | Volatility |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 Creation-Date: 1993-09 |
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Persistent link: https://www.econbiz.de/10004989592