Efficient Computation of Hedging Parameters for Discretely Exercisable Options.

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Bibliographic Details
Title:	Efficient Computation of Hedging Parameters for Discretely Exercisable Options.
Authors:	Kaniel, Ron¹ ron.kaniel@duke.edu, Tompaidis, Stathis² stathis.tompaidis@mccombs.utexas.edu, Zemlianov, Alexander³ alex.zemlianov@lehman.com
Source:	Operations Research. Jul/Aug2008, Vol. 56 Issue 4, p811-826. 16p. 5 Charts, 2 Graphs.
Database:	Business Source Ultimate

Description
ISSN:	0030364X
DOI:	10.1287/opre.1080.0557