Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing

Authors
MEL JAMESON WILLIAM WILHELM
Citation
MEL JAMESON et WILLIAM WILHELM, Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing, The Journal of finance, 47(02), 1992, pp. 765
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
02
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:02<765:MMITOM>2.0.ZU;2-V