It only takes a few moments to hedge options
type: Item
instance of: scholarly article
title: It only takes a few moments to hedge options
zbMATH Open document ID: 1411.91539
author: Andrea Barletta
author: Paolo Santucci de Magistris
author: David Sloth
publication date: 2019-03-27T00:00:00Z
full work available at URL: It Only Takes a Few Moments to Hedge Options accept.manu 2019.pdf
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7043283
zbMATH Keywords: option Greeks
zbMATH Keywords: hedging
zbMATH Keywords: risk-neutral moments
zbMATH Keywords: variance-swap
MaRDI profile type: Publication
OpenAlex ID: W2908639110
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Wikidata QID: Q128605736
DOI: 10.1016/J.JEDC.2018.11.008
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7043283