General Black-Scholes models accounting for increased market volatility from hedging strategies
Year of publication: |
1998
|
---|---|
Authors: | Sircar, K. Ronnie ; Papanicolaou, George |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 5.1998, 1, p. 45-82
|
Publisher: |
Taylor & Francis Journals |
Subject: | Black-scholes Model | Dynamic Hedging | Feedback Effects | Option Pricing | Volatility |
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