Lopes, T. V. (2016). Dynamic delta hedging of autocallables under a discrete rebalancing context.
Chicago Style (17th ed.) CitationLopes, Tiago Vieira. Dynamic Delta Hedging of Autocallables Under a Discrete Rebalancing Context. 2016.
MLA (8th ed.) CitationLopes, Tiago Vieira. Dynamic Delta Hedging of Autocallables Under a Discrete Rebalancing Context. 2016.
Warning: These citations may not always be 100% accurate.