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Stop-loss start-gain strategy: Analysis and improvement - MaRDI portal

Stop-loss start-gain strategy: Analysis and improvement

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Publication:1883788

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zbMath1081.91530MaRDI QIDQ1883788

A. I. Kibzun, V. A. Guberniev

Publication date: 13 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

hedging American call option options contracts

Mathematics Subject Classification ID

Related Items (1)

The modified sequential hedging strategy: hedger's loss distribution

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