Hedging basket options by using a subset of underlying assets
Year of publication: |
2006 ; rev. version
|
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Other Persons: | Su, Xia (contributor) |
Publisher: |
Bonn : Graduate School of Economics |
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Black-Scholes-Modell | Black-Scholes model |
Extent: | Online-Ressource, 33 S., Text |
---|---|
Series: | Bonn Econ Discussion Papers / BGSE. - Bonn : Univ., ZDB-ID 2124986-6. - Vol. 2006,14 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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