Explicit Formulas for Hedging Parameters of Perpetual American Options with General Payoffs: A Mellin Transform Approach
Risk is often the most concerning factor in financial transactions. Option Greeks provide valuable insights into the risks inherent in option trading and serve as tools for risk mitigation. Traditionally, scholars compute option Greeks through extensive calculations. This article introduces an alter...
| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
MDPI AG
2025-01-01
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| Colecção: | Mathematics |
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| Acesso em linha: | https://www.mdpi.com/2227-7390/13/3/479 |