Delta hedging bei stochastischer Volatilität in diskreter Zeit
Alois Geyer und Walter Schwaiger
| Year of publication: |
2001
|
|---|---|
| Authors: | Geyer, Alois ; Schwaiger, Walter S. A. |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 15.2001, 1, p. 94-103
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Notes: | In: Financial markets and portfolio management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001683897