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Local risk-minimization for Lévy markets
Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
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Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi; Saeki, Ryota; Suda, Shintaro - In: International journal of financial engineering 8 (2021) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012662360