Explicit Formulas for Hedging Parameters of Perpetual American Options with General Payoffs: A Mellin Transform Approach

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...

Полное описание

Библиографические подробности
Главные авторы:	Stefan Zecevic, Mariano Rodrigo
Формат:	Статья
Язык:	English
Опубликовано:	MDPI AG 2025-01-01
Серии:	Mathematics
Предметы:	financial derivatives Mellin transform perpetual American options trading strategy hedging
Online-ссылка:	https://www.mdpi.com/2227-7390/13/3/479

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