Subject
Mechanical Engineering,Mechanics of Materials,General Mathematics,Computational Mechanics
Cited by
3 articles.
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1. Hedging Problem for Asian Call Options with Transaction Costs;Theory of Probability & Its Applications;2023-08
2. Задача хеджирования азиатских опционов купли с транзакционными издержками;Teoriya Veroyatnostei i ee Primeneniya;2023
3. THE HEDGING STRATEGY FOR ASIAN OPTION;Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika;2018-12-01