Option-Hedging Portfolios with Minimum Transaction Lots
博士 === 國立交通大學 === 資訊管理研究所 === 104 === Options are designed to hedge against risks to their underlying assets. One method of forming option-hedging portfolios is using stochastic programming models that depend heavily on scenario generation, a challenging task. Another method is neutralizing the Gree...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rrpqx8 |