Arbitrage opportunities with a delta-gamma neutral strategy in the Brazilian options market
Submitted by Lucas Processi (lucasprocessi@gmail.com) on 2017-12-06T13:14:53Z No. of bitstreams: 1 Processi (2017).pdf: 1111887 bytes, checksum: 09c88a08f1d79acf1311e697cf8c14cc (MD5) === Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2017-12-21T11:42:42Z (GMT)...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | English |
| Published: |
2017
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10438/19502 |