General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555): Difference between revisions
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Revision as of 03:31, 16 February 2024
scientific article; zbMATH DE number 1771951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General Black-Scholes models accounting for increased market volatility from hedging strategies |
scientific article; zbMATH DE number 1771951 |
Statements
General Black-Scholes models accounting for increased market volatility from hedging strategies (English)
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4 September 2002
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pricing models
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asset
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derivative
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Black-Scholes theory
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traders
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hedging strategy
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