Hedge your Monte Carlo

Marc Potters (), Jean-Philippe Bouchaud and Dragan Sestovic
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Jean-Philippe Bouchaud: Science & Finance, Capital Fund Management

No 500032, Science & Finance (CFM) working paper archive from Science & Finance, Capital Fund Management

JEL-codes: G10 (search for similar items in EconPapers)
Date: 2001-03
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Published in Risk Magazine 14 3, 133-136 (March 2001)

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Persistent link: https://EconPapers.repec.org/RePEc:sfi:sfiwpa:500032

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