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Efficient Computation of Hedging Parameters for Discretely Exercisable Options.

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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
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An: 34392064
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  Data: Efficient Computation of Hedging Parameters for Discretely Exercisable Options.
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  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. Jul/Aug2008, Vol. 56 Issue 4, p811-826. 16p. 5 Charts, 2 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=34392064
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      – Type: doi
        Value: 10.1287/opre.1080.0557
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      – Code: eng
        Text: English
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        PageCount: 16
        StartPage: 811
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      – TitleFull: Efficient Computation of Hedging Parameters for Discretely Exercisable Options.
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            NameFull: Kaniel, Ron
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            NameFull: Tompaidis, Stathis
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              Text: Jul/Aug2008
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              Y: 2008
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              Value: 56
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            – TitleFull: Operations Research
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