Hedging strategy for a portfolio of options and stocks with linear programming
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Publication:928101
DOI10.1016/j.amc.2007.10.042zbMath1136.91440MaRDI QIDQ928101
Publication date: 11 June 2008
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.10.042
90C05: Linear programming
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