The dangers of calibration and hedging the Greeks in option pricing
Arkadev Chatterjea and Robert A. Jarrow
| Year of publication: |
2012
|
|---|---|
| Authors: | Chatterjea, Arkadev ; Jarrow, Robert A. |
| Published in: |
Journal of financial education. - San José, Calif. : Univ., ISSN 0093-3961, ZDB-ID 785385-3. - Vol. 38.2012, 1/2, p. 1-12
|
| Subject: | Hedging | Optionspreistheorie | Option pricing theory | Griechenland | Greece | Derivat | Derivative |
| 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/10009615610