Title of article
Delta hedging strategies comparison
Author/Authors
Domenico De Giovanni، نويسنده , , Sergio Ortobelli، نويسنده , , Svetlozar Rachev، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
17
From page
1615
To page
1631
Keywords
Delta hedging , Subordinated models , option pricing , Incomplete markets , Stable motion
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217402
Link To Document