The Pricing and Hedging of Options in Finitely Elastic Markets
Year of publication: |
1996-06
|
---|---|
Authors: | Frey, Rüdiger |
Institutions: | University of Bonn, Germany |
Subject: | market microstructure | feedback effects |
-
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
Asai, Manabu, (2013)
-
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu, (2013)
-
Perfect option hedging for a large trader
Frey, RØdiger, (1998)
- More ...
-
Bounds on European Option Prices under Stochastic Volatility
Frey, Rüdiger, (1997)
-
Market Volatility and Feedback Effects from Dynamic Hedging
Frey, Rüdiger, (1995)
-
Derivative Asset Analysis in Models with Level-Dependent and Stochastic Volatility
Frey, Rüdiger, (1997)
- More ...