Hedging strategy for a portfolio of options and stocks with linear programming (Q928101)
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scientific article; zbMATH DE number 5286445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging strategy for a portfolio of options and stocks with linear programming |
scientific article; zbMATH DE number 5286445 |
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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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0.8203046321868896
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0.7832409739494324
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0.7238356471061707
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0.7194153070449829
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0.7128292322158813
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