Journal of Mathematical Finance

Vol.8 No.4(2018), Paper ID 88793, 24 pages

DOI:10.4236/jmf.2018.84044

 

Option Portfolio Management in a Risk-Neutral World

 

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

 

Moscow State University, Moscow, Russia
International Monetary Fund, Washington DC, USA
Synergy University, Moscow, Russia

 

Copyright © 2018 Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Golembiovsky, D. and Abramov, A. (2018) Option Portfolio Management in a Risk-Neutral World. Journal of Mathematical Finance, 8, 710-733. doi: 10.4236/jmf.2018.84044.
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