portfolio approach to risk reduction in discretely rebalanced option hedges
By: Ravi Bhushan, Antonio S. Mello, Henrik J. Neuhaus.
Contributors: Mello, Antnio Sampaio.; Neuhaus, Henrik J.; Sloan School of Management.
Series: Working paper / Alfred P. Sloan School of Management -- 3290-91-EFA; Working paper (Sloan School of Management) -- 3290-91.
Publisher: Sloan School of Management, Massachusetts Institute of Technology
Published: 1991
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 33