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"Delta hedging strategies comparison."

Domenico De Giovanni, Sergio Ortobelli Lozza, Svetlozar T. Rachev (2008)

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DOI: 10.1016/J.EJOR.2006.08.019

access: closed

type: Journal Article

metadata version: 2020-06-15

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Domenico De Giovanni, Sergio Ortobelli Lozza, Svetlozar T. Rachev:
Delta hedging strategies comparison. Eur. J. Oper. Res. 185(3): 1615-1631 (2008)

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