The expected return of a static Black-Scholes delta-hedge and the CAPM

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Veröffentlicht in:Advances in quantitative analysis of finance and accounting
1. Verfasser: Choi, Daniel F. S. (VerfasserIn)
Weitere Verfasser: Ouyang, Peter G. Z. (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2000
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