Hedging error analysis of foreign exchange European options under incomplete market

PENG Cheng, LI Shuang, BAO Ying, ZHAO Yanlong

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (11) : 2739-2749.

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Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (11) : 2739-2749. DOI: 10.12011/1000-6788-2019-0110-11

Hedging error analysis of foreign exchange European options under incomplete market

  • PENG Cheng1,2, LI Shuang1,2, BAO Ying3, ZHAO Yanlong1,2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(11): 2739-2749 https://doi.org/10.12011/1000-6788-2019-0110-11

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