Market Volatility and Feedback Effects from Dynamic Hedging

• 1 October 1997
• journal article
• Published by Wiley in Mathematical Finance
• Vol. 7  (4) , 351-374
• https://doi.org/10.1111/1467-9965.00036

Abstract

Keywords

• BLACK–SCHOLES MODEL
• DYNAMIC HEDGING
• VOLATILITY
• OPTION PRICING

All Related Versions

• Version 1, RePEc (Unconfirmed version)