An improved method for pricing and hedging long dated American options (Q323396)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An improved method for pricing and hedging long dated American options |
scientific article |
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