Option Greeks under Jump Model
碩士 === 臺北市立大學 === 數學系數學教育碩士班 === 103 === In options trading, an appropriate hedging strategy is very important issue for investors. Most hedging strategies are operation by hedging parameters “5-Greeks”. Hedge parameters under the Black-Scholes model have already been completely calculated and d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27941248081068385305 |