Portfolio insurance and volatility On the robustness of the Black- Scholes Option Pricing Model

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Portfolio insurance and volatility On the robustness of the Black- Scholes Option Pricing Model

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Frey,Ruediger Stremme,Alexander (University of Bonn)

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Paper provided by University of Bonn, Germany in its series Discussion Paper Serie B with number 256.

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Handle: RePEc:bon:bonsfb:256

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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
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Web page: http://www.bgse.uni-bonn.de/index.php?id=517

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This page was last updated on 2009-12-21.

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