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Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
vega delta greeks hedging bs-model algotrading derivatives dynamic-hedges option-pricing options-trading portfolio-position black-scholes-merton greeks-neutralization
Created 2021-03-12
1 commits to main branch, last one 3 years ago