Delta-gamma-theta Hedging of Crude Oil Asian Options

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Hruška, Juraj. “Delta-Gamma-Theta Hedging of Crude Oil Asian Options”. Acta Universitatis Agriculturae Et Silviculturae Mendelianae Brunensis, vol. 63, no. 6, 2016, pp. 1897-03, https://doi.org/10.11118/actaun201563061897.
Hruška, J. (2016). Delta-gamma-theta Hedging of Crude Oil Asian Options. Acta Universitatis Agriculturae Et Silviculturae Mendelianae Brunensis, 63(6), 1897-1903. https://doi.org/10.11118/actaun201563061897
Hruška J. Delta-gamma-theta Hedging of Crude Oil Asian Options. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. 2016;63(6):1897-903.
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Refrences
Title Journal Journal Categories Citations Publication Date
10.1093/oso/9780199268016.001.0001 2004
10.1142/3800 1998
Teoretické asapekty využitia gama hedgingu opcií 2010
Options, futures, and other derivatives. 8th edition 2012
The complete guide to option pricing formulas. 2nd edition 2007