A general framework for hedging and speculating with options

DOI10.1142/S0219024998000278zbMATH Open0973.91031MaRDI QIDQ2703111

Ralf Korn, Paul Wilmott

Publication date: 27 November 2001

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

optionshedgingBlack-Scholes

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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