Delta hedging with the smile
Year of publication: |
2004
|
---|---|
Authors: | Vähämaa, Sami |
Published in: |
Essays on option-implied information. - Vaasa : Universitas Wasaensis, ISBN 952-476-064-9. - 2004, p. 47-72
|
Subject: | Hedging | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Portfolio-Management | Portfolio selection |
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