Delta-gamma-theta Hedging of Crude Oil Asian Options
نویسندگان
چکیده
منابع مشابه
Delta-gamma-theta Hedging of Crude Oil Asian Options
HRUŠKA JURAJ. 2015. Delta-gamma-theta Hedging of Crude Oil Asian Options. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 63(6): 1897–1903. Since Black-Scholes formula was derived, many methods have been suggested for vanilla as well as exotic options pricing. More of investing and hedging strategies have been developed based on these pricing models. Goal of this paper i...
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ژورنال
عنوان ژورنال: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
سال: 2016
ISSN: 1211-8516,1211-8516
DOI: 10.11118/actaun201563061897