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Delta Hedging bei stochastischer Volatilität in diskreter Zeit

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Authors and Affiliations

  1. Institut für Operations Research, Wirtschaftsuniversität Wien, A-1090, Wien, Augasse 2-6

    Alois Geyer

  2. Institut für betriebliche Finanzwirtschaft, Universität Innsbruck, A-6020, Innsbruck, Universitätsstrasse 15

    Walter Schwaiger

Authors
  1. Alois Geyer
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  2. Walter Schwaiger
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Geyer, A., Schwaiger, W. Delta Hedging bei stochastischer Volatilität in diskreter Zeit. Fin Mkts Portfolio Mgmt 15, 94–103 (2001). https://doi.org/10.1007/s11408-001-0107-1

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  • DOI: https://doi.org/10.1007/s11408-001-0107-1

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