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Foundations of Management
Volume 9 (2017): Issue 1 (February 2017)
Open Access
Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula
Leszek Zaremba
Leszek Zaremba
| Feb 09, 2017
Foundations of Management
Volume 9 (2017): Issue 1 (February 2017)
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Published Online:
Feb 09, 2017
Page range:
25 - 32
DOI:
https://doi.org/10.1515/fman-2017-0002
Keywords
approximate hedging
,
Black Scholes formula
,
hedging
,
incomplete market
,
replication error
,
share prices
© Faculty of Management, Warsaw University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.