Appraising the convenience of a call-based dynamical hedging strategy for an oil-company
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Published:2023
Issue:4
Volume:10
Page:403-424
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ISSN:2164-6066
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Container-title:Journal of Dynamics and Games
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language:
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Short-container-title:JDG
Author:
Risso Claudio, ,Piccini Juan,Zimberg Bernardo,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability,Applied Mathematics,Modeling and Simulation,Statistics and Probability