Market making in the options markets and the costs of discrete hedge rebalancing
Mel Jameson and William Wilhelm
| Year of publication: |
1992
|
|---|---|
| Authors: | Jameson, Melvin Hugh |
| Other Persons: | Wilhelm, William J. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 2, p. 765-779
|
| Subject: | Börse | Bourse | Derivat | Derivative | Hedging | USA | United States | 1985 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001128121