Market volatility and feedback effects from dynamic hedging (Q2707184)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market volatility and feedback effects from dynamic hedging |
scientific article |
Statements
29 March 2001
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Black-Scholes model
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dynamic hedging
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valatility
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option pricing
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Market volatility and feedback effects from dynamic hedging (English)
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0.9056159
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0.90241677
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0.8911897
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