An unhedgeable Black-Scholes-Merton implicit option?
Year of publication: |
2022
|
---|---|
Authors: | Pereira, Alfredo M. ; Tarter, M. Sean |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 7, Art.-No. 134, p. 1-12
|
Subject: | Black-Scholes-Merton | hedging | market network | option valuation | portfolio optimization | risk-bearing portfolio managers | Experiment | Portfolio-Management | Portfolio selection | Hedging | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
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