What a delta hedge really does : a theoretical and pedagogical note
Year of publication: |
2008
|
---|---|
Authors: | Howell, Sydney D. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 1/2, p. 33-47
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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