The dangers of calibration and hedging the Greeks in option pricing
Arkadev Chatterjea and Robert A. Jarrow
| Year of publication: |
2011
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|---|---|
| Authors: | Chatterjea, Arkadev ; Jarrow, Robert A. |
| Published in: |
Journal of financial education. - San José, Calif. : Univ., ISSN 0093-3961, ZDB-ID 7853853. - Vol. 38.2012, 1/2, p. 1-12
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010029179