When are Static Superhedging Strategies Optimal?
Year of publication: |
[2004]
|
---|---|
Authors: | Branger, Nicole |
Other Persons: | Schlag, Christian (contributor) ; Esser, Angelika (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 28, 2004 erstellt |
Other identifiers: | 10.2139/ssrn.494723 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation
Franzke, Stefanie A., (2002)
- More ...
-
When are Static Superhedging Strategies Optimal?
Branger, Nicole, (2004)
-
When are Static Superhedging Strategies Optimal?
Branger, Nicole, (2004)
-
Attainability of European path-independent claims in incomplete markets
Branger, Nicole, (2004)
- More ...