THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY
| Year of publication: |
2012
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|---|---|
| Authors: | Gobet, Emmanuel ; Makhlouf, Azmi |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 22.2012, 2, p. 277-310
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