搜索结果: 1-1 共查到“货币银行学 mean-variance hedging”相关记录1条 . 查询时间(0.031 秒)
Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading
Pricing European Options Non-continuous Trading
2010/10/20
We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizi...