Misspecified asset price models and robust hedging strategies
Year of publication: |
1997
|
---|---|
Authors: | Ahn, Hyungsok |
Other Persons: | Muni, Adviti (contributor) ; Swindle, Glen H. (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 1, p. 21-36
|
Subject: | CAPM | Hedging | Volatilität | Volatility | Theorie | Theory |
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