Hedging strategy for a portfolio of options and stocks with linear programming (Q928101): Difference between revisions
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Revision as of 02:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging strategy for a portfolio of options and stocks with linear programming |
scientific article |
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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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