Option prices and delta-rebalancing costs
Stefan Kanne
| Year of publication: |
2018
|
|---|---|
| Authors: | Kanne, Stefan |
| Published in: |
Hedging frictions and option values. - Karlsruhe. - 2018, p. 6-33
|
| Subject: | Optionspreistheorie | Option pricing theory | Kosten | Costs | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116921