The Summation of Series Based on the Laplace Transformation Method in Mathematics Teaching
Publié en ligne: 06 juin 2023
Pages: 339 - 346
Reçu: 17 janv. 2022
Accepté: 25 mars 2022
© 2023 Li Yang et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Figure 1
The combined effect of the cumulative hovering time and the underlying asset price process on the hedging rate of the optionFigure 2
Hedging errorFigure 3
Hedging account equityFigure 4
Comparison of two hedging strategies