Option betas : risk measures for options
Year of publication: |
2007
|
---|---|
Authors: | Branger, Nicole ; Schlag, Christian |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 7, p. 1137-1157
|
Subject: | Optionsgeschäft | Option trading | Betafaktor | Beta risk | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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