Optimal Delta Hedging for Options
Year of publication: |
2017
|
---|---|
Authors: | Hull, John C. |
Other Persons: | White, Alan (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Hedging | Optionsgeschäft | Option trading | Experiment | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, 82, September 2017, 180-190 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 24, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2658343 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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