Pricing and hedging gap risk
Year of publication: |
2010
|
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Authors: | Tankov, Peter |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/10, 3, p. 33-59
|
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Risiko | Risk | Risikomanagement | Risk management |
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