Delta hedging a multi-fixed-income-securities portfolio under gamma and vega constraints

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Veröffentlicht in:Journal of risk finance
1. Verfasser: Ortiz, Carlos E. (VerfasserIn)
Weitere Verfasser: Stone, Charles A. (VerfasserIn), Zissu, Anne-Marie (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2009
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