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    Hedging strategy for a portfolio of options and stocks with linear programming

    14 years 17 days ago
    Hedging strategy for a portfolio of options and stocks with linear programming
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    This paper extends the model proposed by Papahristodoulou [C. Papahristodoulou, Option strategies with linear programming, European Journal of Operational Research 157 (2004) 246
    Mehmet Horasanli
    claim paper
    Added 08 Dec 2010
    Updated 08 Dec 2010
    Type Journal
    Year 2008
    Where AMC
    Authors Mehmet Horasanli
    Comments (0)
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