The systematic risk of discretely rebalanced option hedges
Year of publication: |
1990
|
---|---|
Authors: | Gilster, John E. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 25.1990, 4, p. 507-516
|
Subject: | Derivat | Derivative | CAPM | Risiko | Risk | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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