Perfect option hedging for a large trader (Q1381307)

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Perfect option hedging for a large trader
scientific article

    Statements

    title
    Perfect option hedging for a large trader (English)
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    author
    Rüdiger Frey
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    publication date
    17 March 1998
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1007/s007800050035
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    zbMATH DE Number
    1129425
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