Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Louis Scott
| Year of publication: |
1991
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|---|---|
| Authors: | Scott, Louis O. |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 5.1991, p. 113-135
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| Subject: | Derivat | Derivative | CAPM | Hedging | Theorie | Theory | USA | United States | 1983 |
| 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/10001123293