Delta hedging strategies comparison.

Domenico De Giovanni Sergio Ortobelli Lozza Svetlozar T. Rachev

Published in: Eur. J. Oper. Res. (2008)

Keyphrases

online auctions
decision support system
real time
data mining
e learning
image processing
multi agent
video sequences
information technology
relational databases
multiresolution
search strategies
option pricing