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Dynamic Hedging Strategies
Authors

S. Benninga
Z. Wiener
Journal / Anthology

Mathematica in Education and Research
Year: 1998
Volume: 7
Issue: 1
Page range: 12-16
Description

In this article, the authors use the Black-Scholes option pricing model to simulate hedging strategies for portfolios of derivatives and other assets.
Subject

*Business and Economics
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hedgeStrat.nb (87.9 KB) - Mathematica Notebook