MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES (Q3022089)
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scientific article; zbMATH DE number 2177854
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES |
scientific article; zbMATH DE number 2177854 |
Statements
MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES (English)
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22 June 2005
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bid-ask spread
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option pricing
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feedback effect
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stochastic volatility
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0.8181915283203125
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0.7887129783630371
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0.7881596088409424
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0.7843965888023376
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0.7686229348182678
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