Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula Cover

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Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula

Foundations of Management

Volume 9 (2017): Issue 1 (February 2017)

By: Leszek Zaremba

Open Access

|Feb 2017

References

[1] Cerny, A., 2009. Mathematical Techniques in Finance. Princeton University Press.
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[2] Zaremba, L., 2015. Inżynieria finansowa na rynkach zupełnych (Financial Engineering in the Complete Markets). Kwartalnik Naukowy Uniwersytetu Vistula (Vistula Scientific Quarterly), Vol. 46, No. 4, pp.101-115.
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DOI: https://doi.org/10.1515/fman-2017-0002 | Journal eISSN: 2300-5661 | Journal ISSN: 2080-7279

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Language: English

Page range: 25 - 32

Published on: Feb 9, 2017

Published by: Warsaw University of Technology

In partnership with: Paradigm Publishing Services

Publication frequency: 1 issue per year

Keywords:

approximate hedging,

Black Scholes formula,

incomplete market,

replication error,

Related subjects:

Computer sciences,

Business computing,

Business and economics,

Business management,

Management accounting, financial controlling, cost calculation, investment

© 2017 Leszek Zaremba, published by Warsaw University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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