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
Pages39-59
ISBN (Print)978-952-476-180-2
Publication statusPublished - 2007
MoE publication typeA3 Book chapter

Cite this

Högholm, K., & Sundkvist, K. (2007). Theta neutral gamma hedging. In T. Rothovius, & J. Nikkinen (Eds.), Contributions to Accounting and Finance. Essays in Honour of Professor Paavo Yli-Olli (pp. 39-59). University of Vaasa.