Proactive Hedging European Call Option Pricing with Linear Position Strategy
نویسندگان
چکیده
منابع مشابه
Mathematical analysis and pricing of the European continuous installment call option
In this paper we consider the European continuous installment call option. Then its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.
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ژورنال
عنوان ژورنال: Discrete Dynamics in Nature and Society
سال: 2018
ISSN: 1026-0226,1607-887X
DOI: 10.1155/2018/2087145