On the delta hedging related to the eigenvalues and the interest rate of the black-scholes equation

On the delta hedging related to the eigenvalues and the interest rate of the black-scholes equation

In this article, we study the delta hedging which is another way of minimizing the risk of investment. We can relate the delta hedging to the eigenvalues and the interest rate of the Black-Scholes equation. We found that such delta hedging depending on the relationship between the eigenvalues and th...

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書目詳細資料
Main Authors:	Kananthai A., Bunpog C.
格式:	雜誌
出版:	2017
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79952611107&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43174
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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