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Mathematical analysis / Options / Equations / Black–Scholes / Stock market / Lipschitz continuity / Delta neutral / Smooth function / Continuous function / Financial economics / Mathematical finance / Finance


The tracking error rate of the Delta-Gamma hedging strategy Azmi MAKHLOUF1 Joint work with 1 Laboratoire
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Document Date: 2010-06-20 15:08:52

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City

Toronto / /

Country

France / /

Facility

Grenoble University / /

Organization

Bachelier Finance Society / Grenoble University / World Congress / /

Position

rT / /

ProgrammingLanguage

E / /

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