gesis-ssoar-22108

Property	Value
?:abstract	A valuation theory for derivatives on an underlying that is subject to multiple attractors is proposed, the economic justification being attraction-adjusted hedging. In non-critical regions -- outside the boundaries of the attractor regions -- a European option price can be viewed as a derivative on an underlying with a mean-reverting law, such as a commodity price, however with a different payoff function. (xsd:string)
?:contributor	<https://data.gesis.org/gesiskg/resource/gesis-ssoar-22108_Herzberg_Frederik>
?:dateModified	2008 (xsd:gyear)
?:datePublished	2008 (xsd:gyear)
?:doi	10.1080/14697680701518035 ()
?:duplicate	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-22108_gesis-ssoar-22108>
?:hasFulltext	true (xsd:boolean)
is ?:hasPart of	<https://data.gesis.org/gesiskg/resource/>
?:inLanguage	en (xsd:string)
?:isPartOf	<https://data.gesis.org/gesiskg/resource/Quantitative_Finance>
?:issueNumber	5 (xsd:string)
?:linksDOI	<https://doi.org/10.1080/14697680701518035>
?:linksURN	<http://nbn-resolving.de/urn%3Anbn%3Ade%3A0168-ssoar-221089>
is ?:mainEntity of	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-22108_gesis-ssoar-22108>
?:name	Black-Scholes theory for an underlying with multiple attractors (xsd:string)
?:provider	<http://www.peerproject.eu/> <https://data.gesis.org/gesiskg/resource/SSOAR_-_Social_Science_Open_Access_Repository>
?:publicationType	Zeitschriftenartikel (xsd:string) journal_article (en)
?:sourceInfo	GESIS-SSOAR (xsd:string) In: Quantitative Finance, 8, 2008, 5, 453-457 (xsd:string)
rdf:type	<https://schema.org/ScholarlyArticle>
?:url	<http://www.ssoar.info/ssoar/handle/document/22108>
?:urn	urn:nbn:de:0168-ssoar-221089 ()
?:volumeNumber	8 (xsd:string)