Risk management for derivatives in illiquid markets : a simulation study
Year of publication: |
2002
|
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Authors: | Frey, Rüdiger ; Patie, Pierre |
Published in: |
Advances in finance and stochastics : essays in honour of Dieter Sondermann. - Berlin : Springer, ISBN 3-540-43464-X. - 2002, p. 137-159
|
Subject: | Optionsgeschäft | Option trading | Derivat | Derivative | Hedging | Black-Scholes-Modell | Black-Scholes model | Handelsvolumen der Börse | Trading volume | Simulation | Theorie | Theory |
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