Convergence analysis and optimal strike choice for static...

Quantitative Finance 2016 / 04 Vol. 16; Iss. 4

Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs

Ma, Jingtang, Deng, Dongya, Zheng, Harry
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Volume:
16
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1046397
Date:
April, 2016
File:
PDF, 470 KB
english, 2016
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