Delta hedging strategies comparison
| Year of publication: |
2008
|
|---|---|
| Authors: | De Giovanni, Domenico ; Ortobelli, Sergio ; Rachev, Svetlozar |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 185.2008, 3, p. 1615-1631
|