Pages that link to "Item:Q2783994"
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The following pages link to A portfolio approach to risk reduction in discretely rebalanced option hedges (Q2783994):
Displaying 4 items.
- Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949) (← links)
- Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
- An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques (Q4305134) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)