Perfect option hedging for a large trader
Year of publication: |
1998-02-12
|
---|---|
Authors: | Frey, RØdiger |
Published in: |
Finance and Stochastics. - Springer. - Vol. 2.1998, 2, p. 115-141
|
Publisher: |
Springer |
Subject: | Option pricing | Black-Scholes model | hedging | large trader | feedback effects |
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