Perfect option hedging for a large trader (Q1381307): Difference between revisions
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| Property / DOI: 10.1007/s007800050035 / rank | |||
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Latest revision as of 19:07, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perfect option hedging for a large trader |
scientific article |
Statements
Perfect option hedging for a large trader (English)
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17 March 1998
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option pricing
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Black-Scholes model
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hedging
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large trader
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feedback effects
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