Model Risk Adjusted Hedge Ratios
Year of publication: |
2010
|
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Authors: | Alexander, Carol |
Other Persons: | Kaeck, Andreas (contributor) ; Nogueira, Leonardo M. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Hedging | Modellierung | Scientific modelling | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1601229 [DOI] |
Classification: | G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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