Now showing items 1-1 of 1

    • Estratégias de hedge dinâmico: um estudo comparativo 

      Heilbrun, Daniel Montero
      2017-08-03
      Several theoretical works have been developed in the last five decades proposing texting delta-hedge strategies when the premises of the Black e Scholes (1973) are relaxed. This paper sets out to find the best delta-hedge ...