On the estimation of the hedging of the asset price involving the asian option
© 2016 Pushpa Publishing House. All rights reserved. In this paper, we study the hedging, particularly, the delta-hedging, the gamma-hedging and the theta-hedging of the asset price involving the Asian option. Actually, we know that the Asian option has no closed form. So, in this paper, we can esti...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84986551025&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/41663 |
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| Institution: | Chiang Mai University |
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