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Volumn 26, Issue 1, 1997, Pages 109-113

Comment on John E. Gilster, Jr. "Option pricing theory: Is 'risk-free' hedging feasible?"

(1)  Gastineau, Gary L a  

a NONE

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EID: 0039924402     PISSN: 00463892     EISSN: None     Source Type: Journal    
DOI: 10.2307/3666244     Document Type: Article
Times cited : (1)

References (9)
  • 1
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    • The pricing of options and corporate liabilities
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    • (1973) Journal of Political Economy , vol.MAY-JUNE , pp. 637-654
    • Black, F.1    Scholes, M.2
  • 2
    • 0002515210 scopus 로고
    • Riding on a smile
    • Derman, E. and I. Kani, 1994, "Riding on a Smile," RISK (February), 32-39.
    • (1994) RISK , vol.FEBRUARY , pp. 32-39
    • Derman, E.1    Kani, I.2
  • 3
    • 0039626957 scopus 로고    scopus 로고
    • The volatility surface: Unlocking the information in index option prices
    • Derman, E., I. Kani, and J.Z. Zou, 1996, "The Volatility Surface: Unlocking the Information in Index Option Prices," Financial Analysts Journal (July/August), 25-36.
    • (1996) Financial Analysts Journal , vol.JULY-AUGUST , pp. 25-36
    • Derman, E.1    Kani, I.2    Zou, J.Z.3
  • 4
    • 0002004145 scopus 로고
    • Pricing with a smile
    • Dupire, B. 1994, "Pricing with a Smile," RISK (January), 18-20.
    • (1994) RISK , vol.JANUARY , pp. 18-20
    • Dupire, B.1
  • 5
    • 84977707532 scopus 로고
    • Option arbitrage in imperfect markets
    • Figlewski, S., 1989, "Option Arbitrage in Imperfect Markets," Journal of Finance (December), 1289-1311.
    • (1989) Journal of Finance , vol.DECEMBER , pp. 1289-1311
    • Figlewski, S.1
  • 6
    • 0031477005 scopus 로고    scopus 로고
    • Option pricing theory: Is 'risk-free' hedging feasible?
    • Gilster, J., 1997, "Option Pricing Theory: Is 'Risk-Free' Hedging Feasible?" Financial Management (Spring), 91-105.
    • (1997) Financial Management , vol.SPRING , pp. 91-105
    • Gilster, J.1
  • 7
    • 0031479520 scopus 로고    scopus 로고
    • Review of John E. Gilster, Jr., 'option pricing theory: Is 'risk-free' hedging feasible?'
    • Jarrow, R., 1997, "Review of John E. Gilster, Jr., 'Option Pricing Theory: Is 'Risk-Free' Hedging Feasible?'" Financial Management (Spring), 106-108.
    • (1997) Financial Management , vol.SPRING , pp. 106-108
    • Jarrow, R.1
  • 8
    • 0039626960 scopus 로고    scopus 로고
    • School daze: Some summer time musings
    • 8 Nov. 1996
    • Lowenstein, R., 1996 "School Daze: Some Summer Time Musings," Wall Street Journal, 8 Nov. 1996.
    • (1996) Wall Street Journal
    • Lowenstein, R.1
  • 9
    • 84993899427 scopus 로고
    • Implied binomial trees
    • Rubinstein, M. 1994, "Implied Binomial Trees," Journal of Finance (July), 771-818.
    • (1994) Journal of Finance , vol.JULY , pp. 771-818
    • Rubinstein, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.