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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003989829