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Pricing of proactive hedging European option with dynamic discrete position strategy - MaRDI portal

Pricing of proactive hedging European option with dynamic discrete position strategy

From MaRDI portal
Publication:2296440

DOI10.1155/2019/1070873zbMath1453.91097OpenAlexW2927326734MaRDI QIDQ2296440

Yanyan Li

Publication date: 18 February 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/1070873




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