An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-based Techniques
| Year of publication: |
1994
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|---|---|
| Authors: | Robins, Russell P. ; Schachter, Barry |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 40.1994, 6, p. 798
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