An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques (Q4305134)
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scientific article; zbMATH DE number 633904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques |
scientific article; zbMATH DE number 633904 |
Statements
An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques (English)
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31 January 1995
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discretely rebalanced option hedges
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variance reduction
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