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- W1584828300 abstract "This chapter contains sections titled: Introduction Deriving the Replications Strategy from Pricing Theory Greeks Hedging in Discrete Time: Delta and Delta-Gamma Hedging Hedging in Discrete Time: Minimizing the Residual Error (Bouchaud-Sornette Method)" @default.
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- W1584828300 date "2007-09-07" @default.
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- W1584828300 title "Hedging in Continuous and Discrete Time and the Greeks" @default.
- W1584828300 doi "https://doi.org/10.1002/9780470179789.ch7" @default.
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