Pricing and hedging European options with discrete-time coherent risk
Year of publication: |
2007
|
---|---|
Authors: | Cherny, Alexander S. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 4, p. 537-569
|
Subject: | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Europäisch | European | Hedging | VAR-Modell | VAR model | CAPM | Theorie | Theory |
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