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- W429156105 abstract "A delta neutral portfolio in the Black-Scholes model is analysed using both simulated and historical data. An in-depth analysis is conducted in order to investigate what happens when the hedging in ..." @default.
- W429156105 created "2016-06-24" @default.
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- W429156105 date "2012-01-01" @default.
- W429156105 modified "2023-09-27" @default.
- W429156105 title "Simulation Approaches to Delta Hedging in the Black-Scholes Model." @default.
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