A two-step problem of hedging a European call option under a random duration of transactions (Q2396374): Difference between revisions
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Revision as of 06:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-step problem of hedging a European call option under a random duration of transactions |
scientific article |
Statements
A two-step problem of hedging a European call option under a random duration of transactions (English)
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8 June 2017
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European option
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option hedging
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dynamic programming
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