Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Russell P. Robins
Information about the author Russell P. Robins will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
An analysis of the risk in discretely rebalanced option hedges and delta-based techniques
1994
The stochastic properties of discretely rebalanced option hedges have been studied...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
