Hedging Greeks for a portfolio of options using linear and quadratic programming

Pankaj Sinha and Archit Johar

Year of publication:	2010
Authors:	Sinha, Pankaj ; Johar, Archit
Published in:	The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 4.2010, 1, p. 17-26
Subject:	Hedging \| Portfolio-Management \| Portfolio selection \| Mathematische Optimierung \| Mathematical programming \| Optionspreistheorie \| Option pricing theory \| Griechenland \| Greece \| Optionsgeschäft \| Option trading

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003989829

A service of the