The effects of volatility misestimation on option-replication portfolio insurance
by Richard J. Rendleman, Jr. and Thomas J. O'Brien
| Year of publication: |
1990
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|---|---|
| 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
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| Subject: | Börsenkurs | Share price | Derivat | Derivative | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10001089561