Hedge portfolios and the black-scholes equations (Q3217391): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/07362998408809024 / rank | |||
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| Property / OpenAlex ID: W2085023307 / rank | |||
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Latest revision as of 15:27, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedge portfolios and the black-scholes equations |
scientific article |
Statements
Hedge portfolios and the black-scholes equations (English)
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1984
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hedge portfolio
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martingale
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riskless
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