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Title
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
Downloads
hedgeStrat.nb
(87.9 KB) -
Mathematica Notebook
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