Perfect option hedging for a large trader (Q1381307)
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scientific article; zbMATH DE number 1129425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perfect option hedging for a large trader |
scientific article; zbMATH DE number 1129425 |
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Perfect option hedging for a large trader (English)
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17 March 1998
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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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0.8269533
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0.8150114
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0.8134695
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