An improved method for pricing and hedging long dated American options (Q323396)
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scientific article; zbMATH DE number 6636491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved method for pricing and hedging long dated American options |
scientific article; zbMATH DE number 6636491 |
Statements
An improved method for pricing and hedging long dated American options (English)
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7 October 2016
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American options
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optimal exercise price
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quasi-analytic method
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delta-hedging
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LEAPS
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