An improved method for pricing and hedging long dated American options (Q323396)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An improved method for pricing and hedging long dated American options |
scientific article; zbMATH DE number 6636491
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An improved method for pricing and hedging long dated American options |
scientific article; zbMATH DE number 6636491 |
Statements
An improved method for pricing and hedging long dated American options (English)
0 references
7 October 2016
0 references
American options
0 references
optimal exercise price
0 references
quasi-analytic method
0 references
delta-hedging
0 references
LEAPS
0 references
0 references
0 references
0 references
0 references
0.7804695963859558
0 references
0.7790719270706177
0 references
0.7727660536766052
0 references
0.7709600329399109
0 references
0.7680237889289856
0 references
