Template-Type: ReDIF-Paper 1.0
Title: Portfolio insurance and volatility On the robustness of the Black-
  	Scholes Option Pricing Model
Author-Name: Frey,Ruediger    Stremme,Alexander
Author-WorkPlace-Name: University of Bonn
Classification-JEL: 0; 26,313,314,521
Keywords: Black-Scholes model,Portfolio insurance,Volatility
Series: Sonderforschungsbereich 303
  Creation-Date: 1993-09
Handle: RePEc:bon:bonsfb:256