Choice of Optimal Hedging Time in Discrete-Time America Option

Home > Archive>Volume 25, Issue 2, 2003 >99-101111. DOI:10.11835/j.issn.1674-4764.2003.02.020

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Choice of Optimal Hedging Time in Discrete-Time America Option
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                        10.11835/j.issn.1674-4764.2003.02.020
                    
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姚建平.离散型美式期权的最伏套期交易时刻的选择[J].土木与环境工程学报（中英文）,2003,25(2):99~101111

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