Perfect option hedging for a large trader (Q1381307)

From MaRDI portal
Revision as of 19:54, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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)
    0 references
    0 references
    17 March 1998
    0 references
    option pricing
    0 references
    Black-Scholes model
    0 references
    hedging
    0 references
    large trader
    0 references
    feedback effects
    0 references

    Identifiers