Static hedging and pricing American knock-in put options
San-Lin Chung; Pai-Ta Shih; Wei-Che Tsai
| Year of publication: |
2013
|
|---|---|
| Authors: | Chung, San-lin ; Shih, Pai-ta ; Tsai, Wei-che |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 1, p. 191-205
|
| Subject: | American knock-in options | Static hedging portfolio | Theta-matching condition | CEV model | Hedging effectiveness | Hedging | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10009675545