Option valuation and hedging in markets with a crunch
Year of publication: |
2017
|
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Authors: | El-Khatib, Youssef ; Hatemi-J, Abdulnasser |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 44.2017, 5, p. 801-815
|
Subject: | Financial crisis | Black and Scholes formula | Options pricing and hedging | Finanzkrise | Optionspreistheorie | Option pricing theory | Hedging | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model | Portfolio-Management | Portfolio selection |
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