EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"inverse replication"
Narrow search

Narrow search

Year of publication
Subject
All
Black-Scholes model 1 Black-Scholes-Modell 1 Derivat 1 Derivative 1 Hedging 1 Option pricing theory 1 Option trading 1 Options 1 Optionsgeschäft 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risk management 1 Volatility 1 Volatilität 1 dynamic hedging 1 inverse replication 1 volatility analysis 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Liu, Xunzhi 1 Lu, Peili 1 Qin, Haoyang 1 Shen, Jiaqi 1 Ye, Zhongxing 1 Zhao, Liheng 1
Published in...
All
International journal of financial engineering 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...