The hedging strategy for Asian option (Q5042989)
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: The hedging strategy for Asian option |
scientific article; zbMATH DE number 7607813
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The hedging strategy for Asian option |
scientific article; zbMATH DE number 7607813 |
Statements
THE HEDGING STRATEGY FOR ASIAN OPTION (English)
0 references
26 October 2022
0 references
hedging strategy
0 references
Asian option
0 references
stochastic differential equations
0 references
Brownian motion
0 references
Black-Scholes model
0 references
0.8225784301757812
0 references
0.8147194981575012
0 references
0.8143680691719055
0 references
0.8129771947860718
0 references
0.810010552406311
0 references
