Portfolio Approach to Risk Reduction in Discretely Rebalanced Option Hedges
Portfolio Approach to Risk Reduction in Discretely Rebalanced Option Hedges
Antnio Sampaio Mello, Ravi Bhushan, Sloan School of Management
Details
- OL Work ID
- OL28536319W
Antnio Sampaio Mello, Ravi Bhushan, Sloan School of Management