Auflistung Hochschule für Wirtschaft Nach Thema "hedging"
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A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier
(2015-09)Swiss Journal of Economics and StatisticsThe put-call parity is free from distributional assumptions. It is tempting to assume that this parity also holds when an asset pricing model includes reflecting barriers. This paper shows that in the case of geometric ...01 - Zeitschriftenartikel, Journalartikel oder Magazin