Trading Strategy Adipted Optimization of European Call Option

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dc.creatorFukumi, Toshio
dc.date2005-03-22
dc.date.accessioned2026-07-07T05:18:12Z
dc.date.available2026-07-07T05:18:12Z
dc.descriptionOptimal pricing of European call option is described by linear stochastic differential equation. Trading strategy given by a twin of stochastic variables was integrated w.r.t. Black-Scholes formula to adopt optimal pricing to tarading strategy.
dc.descriptionAMS-LaTeX, 3 pages
dc.identifierhttps://arxiv.org/abs/math/0503444
dc.identifierhttp://arxiv.org/abs/math/0503444
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74578
dc.subjectOptimization and Control
dc.subjectProbability
dc.subjectZ369TZ-WLCX7W
dc.titleTrading Strategy Adipted Optimization of European Call Option
dc.typetext

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