Unique option pricing measure with neither dynamic hedging nor complete markets
Nassim Nicholas Taleb
| Year of publication: |
2015
|
|---|---|
| Authors: | Taleb, Nassim Nicholas |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 2, p. 228-235
|
| Subject: | option theory | derivatives | risk management | hedging | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management | Optionsgeschäft | Option trading |
| 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/10010516685