Treffer: HEDGING GREEKS FOR A PORTFOLIO OF OPTIONS USING LINEAR AND QUADRATIC PROGRAMMING.
Title:
HEDGING GREEKS FOR A PORTFOLIO OF OPTIONS USING LINEAR AND QUADRATIC PROGRAMMING.
Authors:
Source:
Journal of Prediction Markets. May2010, Vol. 4 Issue 1, p17-26. 10p. 1 Color Photograph, 4 Charts.
Database:
Business Source Ultimate