Model risk and option hedging
Year of publication: |
2004
|
---|---|
Authors: | Giannetti, Antoine ; Clark, John M. ; Anderson, Randy I. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 44.2004, 5, p. 659-677
|
Subject: | Optionsgeschäft | Option trading | Hedging | Optionspreistheorie | Option pricing theory | Risiko | Risk | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | USA | United States | 1989-2002 |
-
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian, (2019)
-
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian, (2020)
-
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton, (1999)
- More ...
-
Giannetti, Antoine, (2004)
-
Giannetti, Antoine, (2004)
-
Clark, John M., (2003)
- More ...