Hedging strategy for a portfolio of options and stocks with linear programming (Q928101): Difference between revisions

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Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
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Property / cites work: Option strategies with linear programming / rank
 
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Latest revision as of 11:39, 28 June 2024

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Hedging strategy for a portfolio of options and stocks with linear programming
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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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