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On Suboptimality of Delta Hedging for Asian Options.
Adam W. Kolkiewicz
Published in:
SIAM J. Financial Math. (2015)
Keyphrases
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option pricing
payoff functions
stock price
decision analysis
black scholes
hong kong
database
black scholes model
real option
information technology
information systems
search strategies
financial markets
long term
transaction costs
expert systems
image sequences
multimedia