Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gnawali, Jagdish, Lindquist, W. Brent, Rachev, Svetlozar T.
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Pricing of Securities
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2410.04748