The Systematic Risk of Discretely Rebalanced Option Hedges

Journal of Financial and Quantitative Analysis 1990 / 12 Vol. 25; Iss. 4

The Systematic Risk of Discretely Rebalanced Option Hedges

John E. Gilster, Jr.
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Volume:
25
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331013
Date:
December, 1990
File:
PDF, 903 KB
english, 1990
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