A two-step problem of hedging a European call option under a random duration of transactions

Кибзун, А. И.; Sobol, Vitaliy

doi:10.1134/s0081543816090091

Proc. Steklov Inst. Math.

2016

DOI: 10.1134/s0081543816090091

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A two-step problem of hedging a European call option under a random duration of transactions

А. И. Кибзун

Vitaliy Sobol

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A two-step problem of hedging a European call option under a random duration of transactions

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References 3 publications

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