The effects of volatility misestimation on option-replication portfolio insurance
Year of publication: |
1990
|
---|---|
Authors: | Rendleman, Richard J. |
Other Persons: | O'Brien, Thomas J. (contributor) |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 46.1990, 3, p. 61-70
|
Subject: | Börsenkurs | Share price | Derivat | Derivative | Portfolio-Management | Portfolio selection | Theorie | Theory |
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