Proactive Hedging European Call Option Pricing with Linear Position Strategy
Proactive hedging option is an exotic European stock option designed for hedgers. Such option requires option holders to buy in (or sell out) the underlying asset (stock) and allows them to adjust the holdings of the underlying asset per its price changes within an option period. The proactive hedgi...
Main Authors: | Meng Li, Xuefeng Wang, Fangfang Sun |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2018-01-01
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Series: | Discrete Dynamics in Nature and Society |
Online Access: | http://dx.doi.org/10.1155/2018/2087145 |
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