Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Year of publication: |
1993
|
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Authors: | Frey, Rüdiger ; Stremme, Alexander |
Publisher: |
Bonn : Sonderforschungsbereich 303 |
Subject: | Portfolio-Management | Portfolio selection | Hedging | CAPM | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
Extent: | II, 38 S graph. Darst 30 cm |
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Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. No 256 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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