Large traders and illiquid options : Hedging vs. manipulation
Year of publication: |
2011
|
---|---|
Authors: | Kraft, Holger ; Kühn, Christoph |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 11, p. 1898-1915
|
Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model |
-
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón, (2015)
-
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger, (1993)
-
Optimal portfolios : new variations of an old theme
Korn, Ralf, (2008)
- More ...
-
Large Traders and Illiquid Options : Hedging vs. Manipulation
Kraft, Holger, (2011)
-
Large traders and illiquid options: Hedging vs. manipulation
Kraft, Holger, (2011)
-
Large traders and illiquid options: Hedging vs. manipulation
Kraft, Holger, (2011)
- More ...