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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| 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=79952611107&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43174 |
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| Institution: | Chiang Mai University |
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