Delta Hedging of S&P 500 Options : Cash Versus Futures Market Execution
Year of publication: |
[2000]
|
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Authors: | Kat, Harry M. |
Publisher: |
[2000]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Derivatives, Spring 1996 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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