Hedging Greeks for a portfolio of options using linear and quadratic programming
Pankaj Sinha and Archit Johar
| Year of publication: |
2010
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|---|---|
| Authors: | Sinha, Pankaj ; Johar, Archit |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 23886134. - Vol. 4.2010, 1, p. 17-26
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009931741