Accurate delta hedging of european options using conformable calculus
Andrés Olmos, Nelson Muriel
| Alternative title: | Cobertura delta precisa de opciones europeas usando cálculo conformable |
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| Year of publication: |
2024
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| Authors: | Olmos, Andrés ; Muriel, Nelson |
| Subject: | option pricing | delta hedging | conformable cal-culus | risk management | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Risikomanagement | Risk management | Derivat | Derivative |
freely available
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18381/eq.v21i1.7324 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014500556