On feedback effects from hedging derivatives
Eckhard Platen ; Martin Schweizer
| Year of publication: |
1998
|
|---|---|
| Authors: | Platen, Eckhard |
| Other Persons: | Schweizer, Martin (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 8.1998, 1, p. 67-84
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Aktienmarkt | Stock market | Aktienoption | Stock option | Theorie | Theory |
| 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/10001240796