Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
Proactive hedging European option is an exotic option for hedgers in the options market proposed recently by Wang et al. It extends the classical European option by requiring option holders to continuously trade in underlying assets according to a predesigned trading strategy, to proactively hedge p...
| Κύριοι συγγραφείς: | , , |
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
Wiley
2019-01-01
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| Σειρά: | Discrete Dynamics in Nature and Society |
| Διαθέσιμο Online: | http://dx.doi.org/10.1155/2019/1070873 |