Theta neutral gamma hedging

Kenneth Högholm, Kim Sundkvist

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationContributions to Accounting and Finance. Essays in Honour of Professor Paavo Yli-Olli
EditorsTimo Rothovius, Jussi Nikkinen
Number of pages21
PublisherUniversity of Vaasa
Publication date2007
ISBN (Print)978-952-476-180-2
Publication statusPublished - 2007
MoE publication typeA3 Book chapter

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