General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Q4794153
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+A Microeconomic Approach to Diffusion Models For Stock Prices
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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+The Feedback Effect of Hedging in Illiquid Markets
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+The Mathematics of Signal Processing
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