A Portfolio Approach to Risk Reduction In Discretely Rebalanced Option Hedges
| Year of publication: |
1998
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|---|---|
| Authors: | Mello, Antonio S. ; Neuhaus, Henrik J. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 44.1998, 7, p. 921-934
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