Keywords
Valuation of optionsHedgePortfolioValuation (finance)Key (lock)Linear algebraComputer sciencePiecewiseBinomial options pricing modelActuarial sciencePiecewise linear functionMathematicsEconometricsMathematical optimizationEconomicsFinancial economicsFinance
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Publication Info
- Year
- 1976
- Type
- article
- Volume
- 3
- Issue
- 4
- Pages
- 403-427
- Citations
- 72
- Access
- Closed
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Cite This
Mark B. Garman
(1976).
An algebra for evaluating hedge portfolios.
Journal of Financial Economics
, 3
(4)
, 403-427.
https://doi.org/10.1016/0304-405x(76)90029-5
Identifiers
- DOI
- 10.1016/0304-405x(76)90029-5