Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
نویسندگان
چکیده
منابع مشابه
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Eric C. Chang* Faculty of Business and Economics The University of Hong Kong Pokfulam Road, Hong Kong [email protected] (852) 2857-8347 Leong Kwan Li Department of Applied Mathematics The Hong Kong Polytechnic University Hung Hom, Hong Kong [email protected] (852) 2766-6927 and Wai-Man Tse Faculty of Business and Economics The University of Hong Kong Pokfulam Road, Hong Kong rtse@busi...
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ژورنال
عنوان ژورنال: Discrete Dynamics in Nature and Society
سال: 2019
ISSN: 1026-0226,1607-887X
DOI: 10.1155/2019/1070873