What a delta hedge really does : a theoretical and pedagogical note
S. D. Howell
| Year of publication: |
2008
|
|---|---|
| Authors: | Howell, Sydney D. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 1/2, p. 33-47
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Hedging | Optionspreistheorie | Option pricing theory | 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/10003744671