HAMMERSTEIN, ERNST AUGUST VON; LÜTKEBOHMERT, EVA; … - In: International Journal of Theoretical and Applied … 17 (2014) 06, pp. 1450041-1
these savings to the strength of the market trend. Moreover, we consider the problem of hedging efficient claims, derive …-varying payoff profile of efficient options, we further develop alternative delta hedging strategies for vanilla calls and puts. We …