The valuation of double call option

MaRDI QIDQ3609285zbMATH OpenFDO

Authors Bing-Yuan Pu, Ming Hu, Yinghui Tang

Publication date 6 March 2009

zbMATH Keywords

dividenddouble call optionhedging strategy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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