On the Delta-hedging of the option price on future from the Black-Scholes equation

On the Delta-hedging of the option price on future from the Black-Scholes equation

© 2018 by the Mathematical Association of Thailand. All rights reserved. At present the option on future is popular one for trading but there are some problems of risk. So the minimizing of risk which is call the hedging is needed. In this paper we studied such hedging by using the Delta-hedging whi...

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書目詳細資料
Main Authors:	Amnuay Kananthai, Rujira Ouncharoen
格式:	雜誌
出版:	2018
主題:	Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85046378157&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58808
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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