Proactive hedging European call option pricing with linear position strategy
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Publication:1727009
DOI10.1155/2018/2087145zbMath1422.91712OpenAlexW2892068125WikidataQ129250332 ScholiaQ129250332MaRDI QIDQ1727009
Publication date: 20 February 2019
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2018/2087145
Related Items (2)
Pricing of proactive hedging European option with dynamic discrete position strategy ⋮ Proactive hedging European option pricing with a general logarithmic position strategy
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