Option Pricing & Partial Hedging : Theory of Polish Options
Year of publication: |
[1998]
|
---|---|
Authors: | Aurell, Erik |
Other Persons: | Zyczkowski, Karol (contributor) |
Publisher: |
[1998]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 1995 erstellt Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Hedging barrier options: Current methods and alternatives
Dupont, Dominique Y., (2001)
- More ...
-
OPTION PRICING & PARTIAL HEDGING: THEORY OF POLISH OPTIONS
Aurell, Erik, (1996)
-
Optimal hedging of derivatives with transaction costs
Aurell, Erik, (2006)
-
Growth-optimal strategies with quadratic friction over finite-time investment horizons
Aurell, Erik, (2004)
- More ...