Delta hedging strategies comparison
Year of publication: |
2008
|
---|---|
Authors: | De Giovanni, Domenico ; Ortobelli, Sergio ; Rachev, Svetlozar |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 3, p. 1615-1631
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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