Static hedging of timing risk
Peter Carr and Jean-Francois Picron
| Year of publication: |
1999
|
|---|---|
| Authors: | Carr, Peter ; Picron, Jean-Francois |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 6.1999, 3, p. 57-70
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432497