Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329)
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scientific article; zbMATH DE number 6977008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and portfolio hedging under the mixed hedging strategy |
scientific article; zbMATH DE number 6977008 |
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Option pricing and portfolio hedging under the mixed hedging strategy (English)
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13 November 2018
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residual risk
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scaling
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option pricing
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portfolio hedging
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trade frequency
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mixed hedging strategy
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0.93516165
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0.9067794
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0.8968392
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0.88948673
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0.88922215
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0.88722354
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