General black-scholes models accounting for increased market volatility from hedging strategies
K. Ronnie Sircar and George Papanicolaou
| Year of publication: |
1998
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|---|---|
| Authors: | Sircar, Kaushik Ronnie |
| Other Persons: | Papanicolaou, George (contributor) |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 5.1998, 1, p. 45-82
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Hedging | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001238442