Theta neutral gamma hedging

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Contributions to Accounting and Finance. Essays in Honour of Professor Paavo Yli-Olli
Editors	Timo Rothovius, Jussi Nikkinen
Number of pages	21
Publisher	University of Vaasa
Publication date	2007
Pages	39-59
ISBN (Print)	978-952-476-180-2
Publication status	Published - 2007
MoE publication type	A3 Book chapter

OpenUrl availability

@inbook{77a8b3fa16d5419384f9f9f06fd2f1bc,

title = "Theta neutral gamma hedging",

author = "Kenneth H{\"o}gholm and Kim Sundkvist",

year = "2007",

language = "English",

isbn = "978-952-476-180-2",

pages = "39--59",

editor = "Timo Rothovius and Jussi Nikkinen",

booktitle = "Contributions to Accounting and Finance. Essays in Honour of Professor Paavo Yli-Olli",

publisher = "University of Vaasa",

address = "Finland",

}