Hedging strategy for a portfolio of options and stocks with linear programming (Q928101)

From MaRDI portal
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
    0 references
    Black and Scholes formula
    0 references
    hedging
    0 references
    the Greek letters
    0 references
    linear programming
    0 references
    0 references