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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=217402
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