ŞONTEA, Ovidiu; STANCU, Ion - In: Theoretical and Applied Economics XVIII(2011) (2011) 7(560), pp. 73-84
hedging situation of a portfolio formed by an active and a put option on this active, respectively a bond and an option on … the option which is in fact the relative cost of the option’s value. In the second optimization problem we obtained … optimal exercise price for a put option which is to support a bond. …