Inventory hedging and option market making
Year of publication: |
2004
|
---|---|
Authors: | Giannetti, Antoine ; Zhong, Rui ; Wu, Lixin |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 7, p. 853-878
|
Subject: | Optionsgeschäft | Option trading | Lagerhaltungsmodell | Inventory model | Börsenmakler | Stockbrokers | Theorie | Theory |
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