Accurate delta hedging of european options using conformable calculus
Alternative title: | Cobertura delta precisa de opciones europeas usando cálculo conformable |
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Year of publication: |
2024
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Authors: | Olmos, Andrés ; Muriel, Nelson |
Published in: |
EconoQuantum : Revista de Economía y Negocios. - Zapopan, Jalisco : [Verlag nicht ermittelbar], ISSN 2007-9869, ZDB-ID 2572284-0. - Vol. 21.2024, 1, p. 59-69
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Subject: | option pricing | delta hedging | conformable cal-culus | risk management | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risikomanagement | Risk management | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
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