Market Volatility and Feedback Effects from Dynamic Hedging (Q2707184)

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Market Volatility and Feedback Effects from Dynamic Hedging
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    title
    Market Volatility and Feedback Effects from Dynamic Hedging (English)
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    author
    Rüdiger Frey
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    Alexander Stremme
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    publication date
    29 March 2001
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    zbMATH DE Number
    1582902
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    zbMATH Keywords
    Black-Scholes model
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    dynamic hedging
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    valatility
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    option pricing
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    OpenAlex ID
    W2260927677
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