Static versus dynamic hedges : an empirical comparison for barrier options
Bernd Engelmann; Matthias R. Fengler; Morten Nalholm; Peter Schwendner
| Year of publication: |
2006
|
|---|---|
| Authors: | Engelmann, Bernd ; Fengler, Matthias R. ; Nalholm, Morten ; Schwendner, Peter |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 9.2006, 3, p. 239-264
|
| Subject: | Hedging | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Theorie | Theory | Deutschland | Germany |
| 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/10003608141