Energy-based assets : modelling, option pricing and delta hedging with transaction costs
Year of publication: |
2011
|
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Authors: | Mitra, Sovan |
Published in: |
International journal of sustainable economy. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5804, ZDB-ID 2476560-0. - Vol. 3.2011, 1, p. 20-43
|
Subject: | Hedging | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Portfolio-Management | Portfolio selection | Derivat | Derivative |
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