Hedging strategy for a portfolio of options and stocks with linear programming (Q928101): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.amc.2007.10.042 / rank | |||
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| Property / OpenAlex ID: W1990746665 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Q4794126 / rank | |||
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| Property / cites work: Option strategies with linear programming / rank | |||
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| Property / cites work: Q3838025 / rank | |||
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| Property / cites work: Q3594586 / rank | |||
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Latest revision as of 11:39, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging strategy for a portfolio of options and stocks with linear programming |
scientific article |
Statements
Hedging strategy for a portfolio of options and stocks with linear programming (English)
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11 June 2008
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Black and Scholes formula
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hedging
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the Greek letters
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linear programming
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