Discretely adjusted option hedges
- 1 September 1980
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 8 (3) , 259-282
- https://doi.org/10.1016/0304-405x(80)90003-3
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Modified t Tests and Confidence Intervals for Asymmetrical PopulationsJournal of the American Statistical Association, 1978
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973