The systematic risk of discretely rebalanced option hedges
John E. Gilster, jr
| Year of publication: |
1990
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|---|---|
| Authors: | Gilster, John E. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 25.1990, 4, p. 507-516
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| Subject: | Derivat | Derivative | CAPM | Risiko | Risk | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| 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/10001098661