On Feedback Effects from Hedging Derivatives (Q4213033): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Martin Schweizer / rank | |||
| Property / author | |||
| Property / author: Martin Schweizer / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9965.00045 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2152554345 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 20:55, 19 March 2024
scientific article; zbMATH DE number 1208364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Feedback Effects from Hedging Derivatives |
scientific article; zbMATH DE number 1208364 |
Statements
On Feedback Effects from Hedging Derivatives (English)
0 references
29 November 1998
0 references
option pricing
0 references
Black-Scholes formula
0 references
smile and skewness effects
0 references
diffusion model for stock prices
0 references
hedging strategies
0 references
stochastic volatility
0 references
stochastic differential equations
0 references
