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Performance of Delta-hedging strategies in interval models : a robustness study

by Berend Roorda, Jacob Engwerda and Hans Schumacher
Year of publication:
1999
Authors: Roorda, B. ; Engwerda, Jacob Christiaan ; Schumacher, Hans
Publisher: Tilburg
Subject: Hedging | Derivat | Derivative | Optionsgeschäft | Option trading | Theorie | Theory
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