Pricing and hedging of derivative securities : some effects of asymmetric information and market power
This thesis consists of a collection of studies investigating various aspects of the interplay between the markets for derivative securities and their respective underlying assets in the presence of market imperfections. The classic theory of derivative pricing and hedging hinges on three rather unr...
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London School of Economics and Political Science (University of London)
1999
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.399070 |