Work

The Systematic Risk of Discretely Rebalanced Option Hedges

Year: 1990

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331013

Author: John E. Gilster

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2125906109

FWCI:

Cites: 13

Cited by: 19

Related to: 10