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Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread

Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread

Shmuel Hauser; Azriel Levy; Uzi Yaari
  • 作者Shmuel Hauser; Azriel Levy; Uzi Yaari
  • 卷第30卷
  • 期第4期
  • 文件大小603.01KB
  • 发表时间1995
  • DOI10.1111/j.1540-6288.1995.tb00857.x
  • 页码809-822
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