The modified sequential hedging strategy: hedger's loss distribution (Q276151)
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scientific article; zbMATH DE number 6574386
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| default for all languages | No label defined |
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| English | The modified sequential hedging strategy: hedger's loss distribution |
scientific article; zbMATH DE number 6574386 |
Statements
The modified sequential hedging strategy: hedger's loss distribution (English)
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27 April 2016
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sequential hedging strategy
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hedger's loss distribution
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American call option
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0.7549373507499695
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0.7457628846168518
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0.7267253994941711
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0.7241232395172119
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