Hedging strategy for a portfolio of options and stocks with linear programming (Q928101): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4794126 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Option strategies with linear programming / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3838025 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3594586 / rank | |||
Normal rank |
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)
0 references
11 June 2008
0 references
Black and Scholes formula
0 references
hedging
0 references
the Greek letters
0 references
linear programming
0 references