Discretely adjusted option hedges

Author:

Boyle Phelim P.,Emanuel David

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference11 articles.

1. Empirical properties of the Black-Scholes formula under ideal conditions;Bhattacharya,1979

2. The valuation of option contracts and a test of market efficiency;Black,1972

3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

4. Galai, D., Pricing of options and the efficiency of the Chicago board options exchange, Ph.D. thesis (University of Chicago, Chicago, IL).

5. Modified t-tests and confidence intervals for asymmetrical populations;Johnson;Journal of the American Statistical Association,1978

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