AN INFINITESIMAL ANALYSIS OF THE STOP-LOSS-START-GAIN STRATEGY

DOI10.1142/S0219024905003141zbMath1138.91465OpenAlexW2083622111MaRDI QIDQ5696297

Siu-Ah Ng

Publication date: 18 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024905003141

Mathematics Subject Classification ID

Related Items (1)

MARGIN TRADING THROUGH HYPER TIMELINE

Cites Work

• The Pricing of Options and Corporate Liabilities
• A new class of nearly self-financing strategies
• A Nonstandard Approach to Option Pricing
• Option pricing: A simplified approach
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